//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Monte Carlo simulation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
136
Monte-Carlo-Simulation
135
Theorie
72
Theory
72
Estimation theory
29
Option pricing theory
29
Optionspreistheorie
29
Schätztheorie
29
Markov chain
26
Markov-Kette
26
Stochastic process
17
Stochastischer Prozess
17
Volatility
15
Volatilität
15
Simulation
12
Bayes-Statistik
11
Bayesian inference
11
Monte Carlo
10
Panel
10
Panel study
10
Sampling
10
Stichprobenerhebung
10
Estimation
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Schätzung
9
Statistical test
9
Statistischer Test
9
Einheitswurzeltest
8
Unit root test
8
Cointegration
7
Derivat
7
Derivative
7
Kointegration
7
Regression analysis
7
Regressionsanalyse
7
Black-Scholes model
6
Black-Scholes-Modell
6
Microeconometrics
6
Mikroökonometrie
6
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
110
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
109
Aufsatz in Zeitschrift
109
Arbeitspapier
27
Working Paper
27
Graue Literatur
26
Non-commercial literature
26
Amtsdruckschrift
16
Government document
16
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
137
Author
All
Robert, Christian P.
10
Chopin, Nicolas
5
Dimitrakopoulos, Stefanos
4
Benth, Fred Espen
3
Casella, George
3
Dahl, Lars O.
3
Francq, Christian
3
Joshi, Mark S.
3
Oosterlee, Cornelis W.
3
Tsionas, Efthymios G.
3
Zakoïan, Jean-Michel
3
Avellaneda, Marco
2
Coudin, Elise
2
Delgado, Michael S.
2
Dufour, Jean-Marie
2
Gabriel, Vasco J.
2
Grzelak, Lech A.
2
Han, Xiaoyi
2
Kouritzin, Michael A.
2
Milʹstejn, Grigorij N.
2
Otero, Jesús G.
2
Rydén, Tobias
2
Smith, Jeremy
2
Stoep, Anthonie W. van der
2
Wells, Martin T.
2
Zhu, Yanli
2
Abbas-Turki, Lokman A.
1
Aistleitner, Christoph
1
Andrieu, Christophe
1
Andrikopoulos, Athanasios
1
Ankirchner, Stefan
1
Arakelian, Veni
1
Artís Ortuño, Manuel
1
Assaf, A. Georges
1
Ay, Jean-Sauveur
1
Ayouba, Kassoum
1
Baltagi, Badi H.
1
Belomestny, Denis
1
Bender, Christian
1
Benedetti, Giuseppe
1
more ...
less ...
Published in...
All
Economics letters
International journal of theoretical and applied finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
134
Physica A: Statistical Mechanics and its Applications
103
Discussion paper / Tinbergen Institute
94
Computational economics
62
European journal of operational research : EJOR
61
Working paper
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
The journal of computational finance
55
Econometric reviews
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Applied economics
49
Journal of applied econometrics
44
Quantitative finance
40
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
IMF Working Papers
34
Journal of economic dynamics & control
34
Risks : open access journal
33
Working paper / National Bureau of Economic Research, Inc.
33
Economic modelling
31
NBER Working Paper
31
The econometrics journal
31
International journal of forecasting
30
Journal of risk and financial management : JRFM
30
NBER working paper series
30
Applied economics letters
28
Finance and stochastics
28
Energy economics
26
Insurance / Mathematics & economics
25
International journal of production research
22
Journal of the American Statistical Association : JASA
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
Econometric Institute research papers
21
Econometric theory
21
Journal of forecasting
21
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A consistent nonparametric test for the structure change in quantile regression
Liu, Weiqiang
- In:
Economics letters
228
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014451308
Saved in:
2
Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach
Cai, Zhengzheng
;
Zhu, Yanli
;
Han, Xiaoyi
- In:
Economics letters
217
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013465499
Saved in:
3
Panel threshold spatial Durbin models with individual fixed effects
Wei, Lili
;
Zhang, Chunli
;
Su, Jen-je
;
Yang, Lixiong
- In:
Economics letters
201
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012606957
Saved in:
4
Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G.
- In:
Economics letters
202
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
Saved in:
5
Purchasing power parities and the Dollar-A-Day approach : An unstable relationship
Moatsos, Michail
;
Lazopoulos, Achillefs
- In:
Economics letters
206
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012886542
Saved in:
6
Resolving the conflict on conduct parameter estimation in homogeneous goods markets between Bresnahan (1982) and Perloff and Shen (2012)
Matsumura, Yuri
;
Otani, Suguru
- In:
Economics letters
229
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014455358
Saved in:
7
Bayesian estimation and model selection of threshold spatial Durbin model
Zhu, Yanli
;
Han, Xiaoyi
;
Chen, Ying
- In:
Economics letters
188
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012227846
Saved in:
8
Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.
;
Assaf, A. Georges
; …
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
Saved in:
9
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
10
Volatility and liquidity on high-frequency electricity futures markets : empirical analysis and stochastic modeling
Kremer, Marcel
;
Benth, Fred Espen
;
Felten, Björn
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012271026
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->