//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Quantitative finance"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
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:"Carlo"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Monte-Carlo-Simulation
Monte Carlo simulation
93
Bayes-Statistik
76
Bayesian inference
76
Theorie
68
Theory
68
Schätzung
51
Forecasting model
33
Prognoseverfahren
33
Option pricing theory
27
Optionspreistheorie
27
Time series analysis
27
Zeitreihenanalyse
27
Estimation theory
24
Schätztheorie
24
Simulation
21
Stochastic process
20
Stochastischer Prozess
20
VAR model
19
VAR-Modell
19
Markov chain
17
Markov-Kette
17
Volatility
17
Volatilität
17
Portfolio selection
13
Portfolio-Management
13
Monte Carlo
11
Panel
11
Panel study
11
Forecasting
10
Modellierung
10
Regression analysis
10
Regressionsanalyse
10
Risikomaß
10
Risk measure
10
Scientific modelling
10
Business cycle
9
Economic growth
9
Einheitswurzeltest
9
more ...
less ...
Online availability
All
Undetermined
63
Free
3
Type of publication
All
Article
120
Type of publication (narrower categories)
All
Article in journal
120
Aufsatz in Zeitschrift
120
Language
All
English
120
Author
All
Bayer, Christian
5
Tempone, Raúl
3
Ben Hammouda, Chiheb
2
Biørn, Erik
2
Bunn, Derek W.
2
Chen, Qian
2
Funahashi, Hideharu
2
Gerlach, Richard
2
Hasegawa, Hikaru
2
Lesage, James P.
2
Sephton, Peter S.
2
Sit, Tony
2
Wang, Chao
2
Wang, Xiaoqun
2
Wong, Hoi Ying
2
Österholm, Pär
2
Afkhami, Mohamad
1
Alaali, Fatema
1
Alexander, Carol
1
Auster, Johan
1
Bagzibagli, Kemal
1
Baltagi, Badi H.
1
Ben Omrane, Walid
1
Bettin, Giulia
1
Bosserhoff, Frank
1
Bresson, Georges
1
Brzezinski, Michal
1
Busetti, Fabio
1
Buss, Ginters
1
Bäurle, Gregor
1
Caivano, Michele
1
Calzolari, Giorgio
1
Carrion i Silvestre, Josep Lluís
1
Chen, An
1
Chen, Junyao
1
Chen, Wilson Ye
1
Chon, Sora
1
Chronopoulou, Alexandra
1
Clements, Kenneth W.
1
Clements, Michael P.
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Quantitative finance
Journal of econometrics
160
Discussion paper / Tinbergen Institute
117
Working paper
86
Economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Econometric reviews
68
Economic modelling
67
Applied economics
65
Computational economics
65
European journal of operational research : EJOR
62
Journal of economic dynamics & control
62
Journal of applied econometrics
58
The journal of computational finance
55
CEMMAP working papers / Centre for Microdata Methods and Practice
51
International journal of forecasting
49
CAMA working paper series
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of theoretical and applied finance
42
Working paper / Department of Econometrics and Business Statistics, Monash University
40
Working paper / National Bureau of Economic Research, Inc.
40
Applied economics letters
37
NBER Working Paper
37
NBER working paper series
37
Energy economics
34
The econometrics journal
34
Discussion paper series / IZA
33
Journal of forecasting
33
Journal of risk and financial management : JRFM
33
Risks : open access journal
32
CESifo working papers
31
Working papers
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Discussion paper
28
Econometric Institute research papers
28
Econometrics : open access journal
28
Finance and stochastics
28
Finance research letters
28
Insurance / Mathematics & economics
28
more ...
less ...
Source
All
ECONIS (ZBW)
120
Showing
1
-
10
of
120
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
2
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
3
Variance reduction for risk measures with importance sampling in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
4
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte
Carlo
methods for efficient option pricing
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Tempone, Raúl
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014232621
Saved in:
5
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
6
Deep weighted Monte
Carlo
: a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
7
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
8
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
9
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
10
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->