//--> //--> //-->
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
~person:"Caporale, Guglielmo Maria"
~person:"Forbes, Catherine Scipione"
~type_genre:"Article in journal"
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
4
Monte-Carlo-Simulation
4
Bayes-Statistik
2
Bayesian inference
2
State space model
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
ARCH model
1
ARCH-Modell
1
Bayesian Markov chain Monte Carlo
1
Börsenkurs
1
Capital mobility
1
Cointegration
1
Dynamic price and volatility jumps
1
Estimation
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
Forecasting model
1
Global financial crisis
1
Hawkes process
1
Investition
1
Investment
1
Kapitalmobilität
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Nichtparametrisches Verfahren
1
Nonlinear state space model
1
Nonparametric statistics
1
OECD countries
1
OECD-Staaten
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Savings
1
Schätzung
1
Share price
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Aufsatz in Zeitschrift
4
Forschungsbericht
1
more ...
less ...
Language
All
English
4
Author
All
Caporale, Guglielmo Maria
Forbes, Catherine Scipione
Tsionas, Efthymios G.
31
Joshi, Mark S.
14
Koopman, Siem Jan
12
Li, Yong
12
Chib, Siddhartha
10
Wang, Xiaoqun
10
Reed, W. Robert
9
Stentoft, Lars
9
Dijk, Herman K. van
8
Dufour, Jean-Marie
8
Fingleton, Bernard
8
Fu, Michael
8
Gerlach, Richard
8
Lesage, James P.
8
Shevchenko, Pavel V.
8
Chen, Cathy W. S.
7
Kilian, Lutz
7
Kumbhakar, Subal
7
McAleer, Michael
7
Reesor, R. Mark
7
Sabino, Piergiacomo
7
Schoenmakers, John
7
Urga, Giovanni
7
Yu, Jun
7
Agiakloglou, Christos N.
6
Asai, Manabu
6
Bayer, Christian
6
Caramellino, Lucia
6
Dimitrakopoulos, Stefanos
6
Frühwirth-Schnatter, Sylvia
6
Inoue, Atsushi
6
Kapetanios, George
6
Khalaf, Lynda
6
Koop, Gary
6
Korn, Ralf
6
Le Gallo, Julie
6
Nakatsuma, Teruo
6
Oosterlee, Cornelis Willebrordus
6
Schweizer, Nikolaus
6
Sephton, Peter S.
6
more ...
less ...
Published in...
All
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
3
The BDS test as a test for the adequacy of a GARCH (1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 282-309
Persistent link: https://www.econbiz.de/10002811388
Saved in:
4
The Feldstein-Horioka puzzle revisited : a Monte Carlo study
Caporale, Guglielmo Maria
;
Panopulu, Aikaterinē
; …
- In:
Journal of international money and finance
24
(
2005
)
7
,
pp. 1143-1149
Persistent link: https://www.econbiz.de/10003210065
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->