//--> //--> //-->
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:"Hesse, Frederik"
~isPartOf:"Reihe Ökonomie"
~person:"Caporale, Guglielmo Maria"
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
3
Monte-Carlo-Simulation
3
Korrelation
2
Statistical test
2
Statistischer Test
2
ARCH model
1
ARCH-Modell
1
Cointegration
1
Correlation
1
Estimation theory
1
Forecasting model
1
GARCH-Prozess
1
Kointegration
1
Prognoseverfahren
1
Schätztheorie
1
Structural break
1
Strukturbruch
1
Varianz
1
Ökonometrie
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Hesse, Frederik
Caporale, Guglielmo Maria
Kunst, Robert M.
3
Pittis, Nikitas
3
Costantini, Mauro
2
Mutl, Jan
2
Anyfantakis, Costas
1
Franses, Philip Hans
1
Lupi, Claudio
1
Ntantamis, Christos
1
Pantelidis, Theologos
1
Pfaffermayr, Michael
1
more ...
less ...
Published in...
All
Reihe Ökonomie
IHS economics series : working paper
3
Economics and finance working paper series
2
Ruhr Economic Papers
2
CAWM Discussion Paper
1
CAWM Discussion Papers
1
CAWM discussion paper
1
CESifo Working Paper Series
1
CESifo working papers
1
DIW Berlin Discussion Paper
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
International Journal of Business Forecasting and Marketing Intelligence
1
Journal of Productivity Analysis
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of productivity analysis
1
Working Papers / Institut für Siedlungs- und Wohnungswesen, Wirtschaftswissenschaftliche Fakultät
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
2004
Persistent link: https://www.econbiz.de/10002068644
Saved in:
2
The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
Persistent link: https://www.econbiz.de/10002068650
Saved in:
3
Parameter instability and forecasting performance : a Monte Carlo study
Anyfantakis, Costas
;
Caporale, Guglielmo Maria
;
Pittis, …
-
2004
Persistent link: https://www.econbiz.de/10002139996
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->