//--> //--> //-->
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:"Econometric reviews"
~person:"Chaussé, Pierre"
~person:"Creal, Drew"
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
2
Monte-Carlo-Simulation
2
Theorie
2
Theory
2
Generalized method of moments
1
Markov chain
1
Markov-Kette
1
Method of moments
1
Momentenmethode
1
Sequential test
1
Sequentialtest
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
heteroscedasticity and autocorrelation consistent
1
principal component GMM
1
realized volatility measure
1
regularized GMM
1
robust GMM
1
stochastic volatility model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Systematic review
1
Übersichtsarbeit
1
Language
All
English
2
Author
All
Chaussé, Pierre
Creal, Drew
Dufour, Jean-Marie
2
Juodis, Artūras
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liesenfeld, Roman
2
Lopes, Hedibert Freitas
2
McAleer, Michael
2
Omori, Yasuhiro
2
Pesaran, M. Hashem
2
Ando, Tomohiro
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Baştürk, Nalan
1
Bel, Koen
1
Birgean, Ionel
1
Boero, Gianna
1
Bordignon, Silvano
1
Brorsen, B. Wade
1
Burda, Martin
1
Caner, Mehmet
1
Cappuccio, Nunzio
1
Chen, Chaoyi
1
Chen, Qiang
1
Chib, Siddhartha
1
Chudik, Alexander
1
Coudin, Elise
1
Coulibaly, Nouhoun
1
Daviet, Remi
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Dēmos, Antōnēs A.
1
Fok, Dennis
1
Gabriel, Vasco J.
1
Galeano, Pedro
1
Granger, C. W. J.
1
Greene, William H.
1
more ...
less ...
Published in...
All
Econometric reviews
Discussion paper / Tinbergen Institute
2
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
1
Tinbergen Institute Discussion Paper 08-069/4
1
Waterloo economic series : working paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GMM estimation of a realized stochastic volatility model : a Monte Carlo study
Chaussé, Pierre
;
Xu, Dinghai
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
Saved in:
2
A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->