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~isPartOf:"Applied economics"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"Unit root test"
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Stochastischer Prozess
Theory
Unit root test
Monte Carlo simulation
48
Monte-Carlo-Simulation
47
Simulation
39
Theorie
35
Estimation theory
15
Schätztheorie
15
Estimation
11
Schätzung
11
Agent-based modeling
7
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7
Time series analysis
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Einheitswurzeltest
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Markov chain
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Markov-Kette
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Option pricing theory
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Optionspreistheorie
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Panel study
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Stochastic process
5
ARCH model
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ARCH-Modell
4
Financial crisis
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Finanzkrise
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Monte Carlo
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Monte Carlo simulations
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Purchasing power parity
4
Technical efficiency
4
Technische Effizienz
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Volatility
4
Volatilität
4
simulation
4
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37
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Kakamu, Kazuhiko
2
Sjölander, Pär
2
Agiakloglou, Christos N.
1
Beaudin, Laura
1
Bisso, Claudio R. S.
1
Blazsek, Szabolcs
1
Bělín, Matěj
1
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1
Collet, R.
1
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1
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1
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1
Du, Xiaodong
1
Dubbert, Tore
1
Estévez Schwarz, Diana
1
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1
Fernandez-Perez, Adrian
1
Ferreira, Léo da R.
1
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1
Hanousek, Jan
1
Hennessy, David A.
1
Hirschauer, Norbert
1
Huang, Bwo-nung
1
Huang, Ju-chin
1
Jaggia, Sanjiv
1
Jeanty, P. Wilner
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Kunimoto, Noriyuki
1
Legros, Diègo
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Lynch, Muireann Á.
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Maican, Florín G.
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1
McAleer, Michael
1
McMillin, W. Douglas
1
Mohammadpour, Adel
1
Monteros, Luis Antonio
1
Moral-Benito, Enrique
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Applied economics
European journal of operational research : EJOR
204
International journal of production research
190
Journal of econometrics
116
Computational economics
109
Journal of economic dynamics & control
107
Discussion paper / Tinbergen Institute
86
International journal of production economics
84
Discussion paper / Center for Economic Research, Tilburg University
81
Economics letters
78
Econometric reviews
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Computers & operations research : and their applications to problems of world concern ; an international journal
70
Journal of economic interaction and coordination : JEIC
66
Economic modelling
63
Journal of economic behavior & organization : JEBO
61
SpringerLink / Bücher
60
Working paper
59
Europäische Hochschulschriften / 5
56
LEM working paper series
54
Operations research
49
Working paper / National Bureau of Economic Research, Inc.
44
INFORMS journal on computing : JOC
42
Journal of the Operational Research Society : OR
40
Computational and mathematical organization theory
39
Journal of economic interaction and coordination
39
Journal of evolutionary economics : JEE
39
Discussion paper series / IZA
37
NBER Working Paper
37
Quantitative finance
37
NBER working paper series
36
International journal of theoretical and applied finance
35
Journal of the Operational Research Society
35
Economics / Discussion papers : the open-access, open-assessment e-journal
34
Insurance / Mathematics & economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Risks : open access journal
34
The journal of computational finance
34
International journal of forecasting
33
Transportation research / E : an international journal
33
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ECONIS (ZBW)
37
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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
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
An agent-based model and detect price manipulation based on intraday transaction data with
simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
Saved in:
4
The effects of wind generation capacity on electricity prices and generation costs : a Monte Carlo analysis
Lynch, Muireann Á.
;
Curtis, John A.
- In:
Applied economics
48
(
2016
)
1/3
,
pp. 133-151
Persistent link: https://www.econbiz.de/10011412612
Saved in:
5
SFA robustness to violated distributional assumptions : theory, simulations and empirical evidence
Bělín, Matěj
;
Hanousek, Jan
- In:
Applied economics
53
(
2021
)
39
,
pp. 4544-4559
Persistent link: https://www.econbiz.de/10012609835
Saved in:
6
A convergent validity test within the payment card format using
simulation
techniques
Voltaire, Louinord
;
Jeanty, P. Wilner
;
Pirrone, Claudio
; …
- In:
Applied economics
51
(
2019
)
34
,
pp. 3770-3786
Persistent link: https://www.econbiz.de/10012196904
Saved in:
7
Model selection and misspecification in discrete choice welfare analysis
Huang, Ju-chin
;
Zhao, Min Qiang
- In:
Applied economics
47
(
2015
)
37/39
,
pp. 4153-4167
Persistent link: https://www.econbiz.de/10011294636
Saved in:
8
Feasible smooth income tax schedules : benefits and distributional implications
Estévez Schwarz, Diana
;
Sommer, Eric
- In:
Applied economics
52
(
2020
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10012197383
Saved in:
9
Storage pricing model of container yards under fluctuating demand
Zhang, Qian
;
Yang, Shuwen
;
Zeng, Qingcheng
;
Yu, Ting
- In:
Applied economics
52
(
2020
)
39
,
pp. 4223-4235
Persistent link: https://www.econbiz.de/10012259023
Saved in:
10
Marriage equality and interstate migration
Beaudin, Laura
- In:
Applied economics
49
(
2017
)
30
,
pp. 2956-2973
Persistent link: https://www.econbiz.de/10011819787
Saved in:
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