//--> //--> //-->
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
subject:"Volatilität"
~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~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-Verfahren"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Monte Carlo simulation
59
Monte-Carlo-Simulation
59
Theorie
22
Theory
22
Estimation theory
13
Schätztheorie
13
Option pricing theory
10
Optionspreistheorie
10
Time series analysis
7
Zeitreihenanalyse
7
Estimation
6
Schätzung
6
Simulation
6
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
ARCH model
5
ARCH-Modell
5
Einheitswurzeltest
5
Markov chain
5
Markov-Kette
5
Unit root test
5
Derivat
4
Derivative
4
Financial crisis
4
Finanzkrise
4
Monte Carlo
4
Monte Carlo simulations
4
Panel
4
Panel study
4
Risikomaß
4
Risk measure
4
Außenhandel
3
Cointegration
3
Foreign trade
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Lag model
3
Lag-Modell
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Balcilar, Mehmet
1
Hammoudeh, Shawkat
1
Hui, Eddie Chi Man
1
Kakamu, Kazuhiko
1
Kunimoto, Noriyuki
1
Lee, Jinsoo
1
Morimoto, Takayuki
1
Nakatsuma, Teruo
1
Nugroho, Didit B.
1
Safarazi, Soodabeh
1
Zheng, Xian
1
more ...
less ...
Published in...
All
Applied economics
Asia-Pacific financial markets
Journal of econometrics
16
Econometric reviews
14
Quantitative finance
12
International journal of theoretical and applied finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
The journal of computational finance
10
Computational economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Energy economics
7
Finance research letters
7
Journal of empirical finance
7
Journal of risk and financial management : JRFM
7
Economic modelling
6
International journal of forecasting
6
The journal of futures markets
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of banking & finance
4
Economics letters
3
Finance and stochastics
3
International journal of financial engineering
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
The econometrics journal
3
Annals of finance
2
Applied mathematical finance
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of international money and finance
2
Journal of mathematical finance
2
Journal of time series econometrics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Oxford bulletin of economics and statistics
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
3
Interactions between real economic and financial sides of the US economy in a regime-switching environment
Safarazi, Soodabeh
;
Hammoudeh, Shawkat
;
Balcilar, Mehmet
- In:
Applied economics
47
(
2015
)
58/60
,
pp. 6493-6518
Persistent link: https://www.econbiz.de/10011412036
Saved in:
4
The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Hui, Eddie Chi Man
;
Zheng, Xian
- In:
Applied economics
44
(
2012
)
22/24
,
pp. 2985-2995
Persistent link: https://www.econbiz.de/10009616382
Saved in:
5
Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
Saved in:
6
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->