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~institution:"Econometric Society"
~institution:"University of Bonn, Germany"
~subject:"Binomialmodell"
~subject:"Markov chain Monte Carlo"
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Binomialmodell
Markov chain Monte Carlo
Markov Chain Monte Carlo
4
Monte Carlo Simulation
3
Asian option
2
Bayes factors
2
Leverage effect
2
Monte Carlo
2
Monte Carlo simulations
2
Nonlinear state space models
2
Quasi maximum likelihood
2
Regime switching
2
bootstrap
2
cointegration
2
forward risk adjusted measure
2
interest rates
2
Aggregation
1
Asian Options
1
Automatically selected and optimal bandwidth
1
Band pass filter
1
Bayesian
1
C-alpha tests
1
Cointegration
1
Construction of synthetic mikrodata
1
Determistic trend
1
Doss transformation
1
Down-and-out Call
1
Fertility decisions
1
Forward Risk Adjusted Measure
1
Heterogeneous Panel
1
Heterogeneous Panel data
1
Heterogeneous dynamic panels
1
Identification
1
Inflation
1
Kalman Filter
1
Labor force participation
1
Latent variable model
1
Likelihood ratio test
1
Markov chain Monte Carlo methods
1
Martingale measure
1
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Author
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Yu, Jun
2
Reimer, Matthias
1
Sandmann, Klaus
1
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Econometric Society
University of Bonn, Germany
Erasmus University Rotterdam, Econometric Institute
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
EconWPA
9
Oesterreichische Nationalbank
8
Department of Econometrics and Business Statistics, Monash Business School
7
Institute for Monetary and Economic Studies, Bank of Japan
7
Tinbergen Institute
7
Tinbergen Instituut
7
Department of Economics, Oxford University
5
Facoltà di Economia, Università degli Studi dell'Insubria
5
Economics Group, Nuffield College, University of Oxford
4
Society for Computational Economics - SCE
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Department of Economics, Rutgers University-New Brunswick
3
School of Economics and Political Science, Universität St. Gallen
3
School of Economics, Singapore Management University
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Crawford School of Public Policy, Australian National University
2
Departamento de Estadistica, Universidad Carlos III de Madrid
2
European Central Bank
2
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
Institute for the Study of Labor (IZA)
2
Institute of Economic Research, Hitotsubashi University
2
London School of Economics (LSE)
2
Rimini Centre for Economic Analysis (RCEA)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Sveriges Riksbank
2
Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz
1
C.E.P.R. Discussion Papers
1
CESifo
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, Graduate Center
1
Department of Economics, Hunter College
1
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
1
Dipartimento di Economia, Università Ca' Foscari Venezia
1
Economics Department, University of Strathclyde
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
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Econometric Society 2004 Far Eastern Meetings
2
Discussion Paper Serie B
1
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RePEc
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1
On Leverage in a Stochastic Volatility Model
Yu, Jun
-
Econometric Society
-
2004
Bayesian Markov chain
Monte
Carlo (MCMC) methods reveal that the specification of Jacquier et al is inferior. Simulation …
Persistent link: https://www.econbiz.de/10005063753
Saved in:
2
On leverage in a stochastic volatility model
Yu, Jun
-
Econometric Society
-
2004
Bayesian Markov chain
Monte
Carlo (MCMC) methods reveal that the specification of Jacquier et al is inferior. Simulation …
Persistent link: https://www.econbiz.de/10005702757
Saved in:
3
Down-and-out Call - Bewertungstheorie, numerische Verfahren und Simulationsstudie
Reimer, Matthias
;
Sandmann, Klaus
-
University of Bonn, Germany
-
1993
-Scholes Ansatz ergibt, wird ein Binomialmodell hergeleitet und das
Monte
-Carlo Verfahren angewandt. Die beiden letzteren …
Persistent link: https://www.econbiz.de/10005028484
Saved in:
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