//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of computational finance"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
112
Monte-Carlo-Simulation
112
Theorie
45
Theory
45
Option pricing theory
43
Optionspreistheorie
43
Estimation theory
28
Schätztheorie
28
Markov chain
24
Markov-Kette
24
Bayesian inference
21
Bayes-Statistik
20
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Estimation
16
Schätzung
16
Simulation
14
Time series analysis
12
Zeitreihenanalyse
12
Markov chain Monte Carlo
10
Option trading
9
Optionsgeschäft
9
Regression analysis
9
Regressionsanalyse
9
Monte Carlo
8
USA
8
United States
8
Derivat
7
Derivative
7
Greece
7
Griechenland
7
Statistical distribution
7
Statistische Verteilung
7
Multivariate Analyse
6
Multivariate analysis
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Portfolio selection
6
more ...
less ...
Online availability
All
Undetermined
50
Free
2
Type of publication
All
Article
112
Type of publication (narrower categories)
All
Article in journal
109
Aufsatz in Zeitschrift
109
Reprint
1
Language
All
English
112
Author
All
Joshi, Mark S.
3
Caramellino, Lucia
2
Frühwirth-Schnatter, Sylvia
2
Fu, Michael
2
Hansen, Christian Bailey
2
Harrach, Bastian von
2
Huber, Martin
2
Kalli, Maria
2
Korn, Ralf
2
Koster, Frank
2
Lechner, Michael
2
Pelsser, Antoon André Jean
2
Qian, Hang
2
Shevchenko, Pavel V.
2
Xu, Wei
2
Yamauchi, Yuta
2
Aastveit, Knut Are
1
Abdymomunov, Azamat
1
Abowd, John M.
1
Alm, Thomas
1
Andersen, Leif B. G.
1
Arouna, Bouhari
1
Asghari, Naser M.
1
Badouraly Kassim, Laetitia
1
Barassi, Marco R.
1
Beaulieu, Marie-Claude
1
Becker, Martin
1
Belak, Christoph
1
Berg, Gerard J. van den
1
Berman, Leonard
1
Bernstein Megdal, Sharon
1
Bester, C. Alan
1
Bodory, Hugo
1
Bormetti, Giacomo
1
Bourgey, Florian
1
Briani, Maya
1
Cadarso-Suarez, Carmen
1
Camba-Méndez, Gonzalo
1
Camponovo, Lorenzo
1
Card, David E.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of computational finance
Journal of econometrics
134
Physica A: Statistical Mechanics and its Applications
103
Discussion paper / Tinbergen Institute
94
Economics letters
67
Computational economics
62
European journal of operational research : EJOR
61
Working paper
58
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
International journal of theoretical and applied finance
43
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
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
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)
112
Showing
1
-
10
of
112
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
2
Narrative restrictions and proxies
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1415-1425
Persistent link: https://www.econbiz.de/10013539555
Saved in:
3
Inference in a class of optimization problems : confidence regions and finite sample bounds on errors in coverage probabilities
Horowitz, Joel
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 927-938
Persistent link: https://www.econbiz.de/10014448462
Saved in:
4
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Guerreiro, Henrique
;
Guerra, João
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 73-101
Persistent link: https://www.econbiz.de/10014314563
Saved in:
5
Bayesian approach to Lorenz curve using time series grouped data
Kobayashi, Genya
;
Yamauchi, Yuta
;
Kakamu, Kazuhiko
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 897-912
Persistent link: https://www.econbiz.de/10013534578
Saved in:
6
Bayesian inference in common microeconometric models with massive datasets by double marginalized subsampling
Qian, Hang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1484-1497
Persistent link: https://www.econbiz.de/10013540347
Saved in:
7
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
8
Bayesian model averaging for spatial autoregressive models based on convex combinations of different types of connectivity matrices
Debarsy, Nicolas
;
Lesage, James P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 547-558
Persistent link: https://www.econbiz.de/10013533452
Saved in:
9
Branching diffusions with jumps, and valuation with systemic counterparties
Belak, Christoph
;
Hoffmann, Daniel
;
Seifried, Frank Thomas
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 51-86
Persistent link: https://www.econbiz.de/10012873083
Saved in:
10
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
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...
//-->