//--> //--> //-->
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:"IMES discussion paper series / Englische Ausgabe"
~isPartOf:"The journal of futures markets"
~subject:"Schätzung"
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
Schätzung
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Estimation
8
Option pricing theory
8
Optionspreistheorie
8
Markov chain
7
Markov-Kette
7
Volatility
7
Volatilität
7
Bayes-Statistik
5
Bayesian inference
5
Japan
3
Option trading
3
Optionsgeschäft
3
Börsenkurs
2
Commodity derivative
2
Derivat
2
Derivative
2
Hedging
2
Information value
2
Informationswert
2
Rohstoffderivat
2
Share price
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
Welt
2
World
2
Zustandsraummodell
2
1977-2010
1
1990-2007
1
1992-1995
1
2005-2011
1
2006-2010
1
ARCH model
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
8
Author
All
Nakajima, Jouchi
4
Dias, José Carlos
1
Fernandes, Mário Correia
1
Früwirth-Scnatter, Sylvia
1
Kimn, Jung-han
1
Kunihama, Tsuyoshi
1
Lien, Da-hsiang Donald
1
Narayan, Paresh Kumar
1
Nunes, Joaõ Pedro Vidal
1
Omori, Yasuhiro
1
Schmitz, Adam
1
Teranishi, Yuki
1
Wang, Zhiguang
1
Wang, Zijun
1
Westerlund, Joakim
1
more ...
less ...
Published in...
All
IMES discussion paper series / Englische Ausgabe
The journal of futures markets
Journal of applied econometrics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of econometrics
12
Discussion paper / Tinbergen Institute
10
Economics letters
9
The econometrics journal
9
CAMA working paper series
8
Econometric reviews
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economic modelling
7
International journal of forecasting
6
Working paper
6
Applied economics
5
Computational economics
5
Discussion paper series / IZA
5
Regional science & urban economics
5
Working papers in regional science
5
CESifo working papers
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Econometrics : open access journal
4
Journal of banking & finance
4
Quantitative finance
4
SFB 649 discussion paper
4
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
4
Working papers
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Annales d'économie et de statistique
3
Applied economics letters
3
Cambridge working papers in economics
3
Discussion paper / Centre for Economic Policy Research
3
Econometric Institute research papers
3
Econometric theory
3
Energy economics
3
European journal of operational research : EJOR
3
Finance and economics discussion series
3
IHS economics series : working paper
3
IZA Discussion Paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
2
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
Saved in:
3
Monetary policy transmission under zero interest rates : an extended time-varying parameter vector autoregression approach
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937534
Saved in:
4
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
5
A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam
;
Wang, Zhiguang
;
Kimn, Jung-han
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
Saved in:
6
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
Saved in:
7
Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
Nakajima, Jouchi
;
Kunihama, Tsuyoshi
;
Omori, Yasuhiro
; …
-
2009
Persistent link: https://www.econbiz.de/10003908068
Saved in:
8
The evolution of loan rate stickiness across the euro area
Nakajima, Jouchi
;
Teranishi, Yuki
-
2009
Persistent link: https://www.econbiz.de/10003822407
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->