//--> //--> //--> //-->
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:"Discussion papers / Graduate School of Economics, Hitotsubashi University"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~type_genre:"Graue Literatur"
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:"Monte Carlo method"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Theorie
13
Theory
13
Option pricing theory
5
Optionspreistheorie
5
Yield curve
5
Zinsstruktur
5
Statistical test
3
Statistischer Test
3
Structural break
3
Strukturbruch
3
Average power
2
Bayes-Statistik
2
Bayesian inference
2
Break fraction
2
Bubbles
2
Cointegration
2
Coverage rate
2
Economic indicator
2
Exchange rate
2
Financial crisis
2
Finanzkrise
2
Geldpolitische Transmission
2
Greece
2
Griechenland
2
Hypothesis test
2
Kointegration
2
Monetary transmission
2
Neoclassical synthesis
2
Neoklassische Synthese
2
Oil price
2
Private consumption
2
Privater Konsum
2
Robust statistics
2
Robustes Verfahren
2
Russia
2
Russland
2
Simulation
2
Spekulationsblase
2
more ...
less ...
Online availability
All
Free
19
Type of publication
All
Book / Working Paper
23
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
26
Working Paper
26
Non-commercial literature
23
Language
All
English
23
Author
All
Joshi, Mark S.
12
Yamamoto, Yohei
5
Chan, Jiun Hong
3
Kurozumi, Eiji
3
Fries, Christian P.
2
Nason, James Michael
2
Takashi, Kano
2
Allen, Jason
1
Beveridge, Christopher
1
Chao Yang
1
Chen, Ting
1
Gregory, Allan W.
1
Horie, Tetsushi
1
Kano, Kazuko
1
Kano, Takashi
1
Kwon, Oh Kang
1
Pitt, David C.
1
Shimotsu, Katsumi
1
Skrobotov, Anton
1
Takechi, Kazutaka
1
Tanaka, Shinya
1
Tang, Robert
1
more ...
less ...
Published in...
All
Discussion papers / Graduate School of Economics, Hitotsubashi University
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Discussion paper / Tinbergen Institute
91
Working paper
57
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Working paper / National Bureau of Economic Research, Inc.
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
Working papers
20
Econometric Institute research papers
19
Discussion paper series / IZA
18
Working paper / Department of Economics, Lund University
16
Working papers in economics and statistics
15
Discussion paper / Centre for Economic Policy Research
14
Discussion paper / Center for Economic Research, Tilburg University
13
IHS economics series : working paper
13
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
12
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Working paper series / European Central Bank
12
Cambridge working papers in economics
10
Discussion paper
10
Economics working paper
10
Global COE Hi-Stat discussion paper series
10
Queen's Economics Department working paper
10
CESifo working papers
9
Discussion papers in economics
9
IMF working paper
9
Reihe Ökonomie
9
SSE EFI working paper series in economics and finance
9
CREATES research paper
8
DNB working paper
8
GRIPS discussion papers
8
Research paper series / Swiss Finance Institute
8
SFB 649 discussion paper
8
School of Economics working papers / The University of Adelaide, School of Economics
8
Sveriges Riksbank working paper series
8
Warwick economic research papers
8
Working paper series / University of Zurich, Department of Economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Confidence sets for the date of a mean shift at the end of a sample
Kurozumi, Eiji
-
2017
Persistent link: https://www.econbiz.de/10011962352
Saved in:
2
Testing for speculative bubbles in lLarge-dimensional financial panel data sets
Horie, Tetsushi
;
Yamamoto, Yohei
-
2016
Persistent link: https://www.econbiz.de/10011549886
Saved in:
3
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
-
2016
Persistent link: https://www.econbiz.de/10011549903
Saved in:
4
Asymptotic inference for common factor models in the presence of jumps
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349981
Saved in:
5
Confidence sets for the break date based on optimal tests
Kurozumi, Eiji
;
Yamamoto, Yohei
-
2015
Persistent link: https://www.econbiz.de/10011349992
Saved in:
6
A modified confidence set for the structural break date in linear regression models
Yamamoto, Yohei
-
2014
Persistent link: https://www.econbiz.de/10010429183
Saved in:
7
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
8
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
-
2013
Persistent link: https://www.econbiz.de/10010221269
Saved in:
9
Business cycle implications of internal consumption habit for New Keynesian models : appendix
Takashi, Kano
;
Nason, James Michael
-
2012
Persistent link: https://www.econbiz.de/10009666661
Saved in:
10
Exaggerated death of distance : revisiting distance effects on regional price dispersions
Kano, Kazuko
;
Kano, Takashi
;
Takechi, Kazutaka
-
2012
Persistent link: https://www.econbiz.de/10009532268
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->