//--> //--> //-->
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
~person:"Khalaf, Lynda"
~person:"Li, Yong"
~subject:"Risk management"
~subject:"Statistischer Test"
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 method"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Statistischer Test
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Theorie
14
Theory
14
Bayes-Statistik
10
Bayesian inference
10
Markov chain
10
Markov-Kette
10
Statistical test
8
Bayes factor
6
Estimation theory
6
Schätztheorie
6
Markov chain Monte Carlo
5
Latent variable models
4
Regression analysis
4
Regressionsanalyse
4
Simulation
4
CAPM
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Decision theory
2
EM algorithm
2
Electricity price
2
Estimation
2
Markov Chain Monte Carlo
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Schätzung
2
Scientific modelling
2
Sequential Monte Carlo
2
Specification test
2
Stochastic process
2
Stochastic volatility models
2
Stochastischer Prozess
2
Strompreis
2
Structural break
2
Strukturbruch
2
Volatility
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Khalaf, Lynda
Li, Yong
Dufour, Jean-Marie
14
Doko Tchatoka, Firmin
7
Gleißner, Werner
7
Hecq, Alain W. J.
6
Kapetanios, George
6
Kurozumi, Eiji
6
Reed, W. Robert
6
Caporale, Guglielmo Maria
5
Coudin, Elise
5
Diks, Cees G. H.
5
Eo, Yunjong
5
Kunst, Robert M.
5
Morley, James C.
5
Pittis, Nikitas
5
Rossi, Barbara
5
Sekhposyan, Tatevik
5
Shevchenko, Pavel V.
5
Urga, Giovanni
5
Ziegler, Andreas
5
Chan, Felix
4
Di Iorio, Francesca
4
Fachin, Stefano
4
Hvozdyk, Lyudmyla
4
Inoue, Atsushi
4
Solon, Gary
4
Westerlund, Joakim
4
Wolfrum, Marco
4
Yamamoto, Yohei
4
Anderson, Heather M.
3
Brown, Jason P.
3
Camponovo, Lorenzo
3
Candelon, Bertrand
3
Costantini, Mauro
3
Dahl, Christian M.
3
Darné, Olivier
3
Dungey, Mardi H.
3
Francq, Christian
3
Godfrey, L. G.
3
more ...
less ...
Published in...
All
Journal of econometrics
5
Applied economics letters
1
Finance research letters
1
International journal of forecasting
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Khalaf, Lynda
;
Saunders, Charles J.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 419-434
Persistent link: https://www.econbiz.de/10012483164
Saved in:
2
Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng
;
Wang, Nianling
;
Li, Yong
;
Zhan, Yiwei
- In:
Applied economics letters
26
(
2019
)
11
,
pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
Saved in:
3
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
4
Specification tests based on MCMC output
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 237-260
Persistent link: https://www.econbiz.de/10012116303
Saved in:
5
Monte Carlo forecast evaluation with persistent data
Khalaf, Lynda
;
Saunders, Charles J.
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011754679
Saved in:
6
Bayesian testing for short term interest rate models
Zhang, Yonghui
;
Chen, Zhongtian
;
Li, Yong
- In:
Finance research letters
20
(
2017
),
pp. 146-152
Persistent link: https://www.econbiz.de/10011806836
Saved in:
7
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
8
Exact confidence sets and goodness-of-fit methods for stable distributions
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 3-14
Persistent link: https://www.econbiz.de/10010473451
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->