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~subject:"Monte-Carlo-Simulation"
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Monte-Carlo-Simulation
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Bayesian inference
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Koopman, Siem Jan
50
Dijk, Herman K. van
48
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42
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38
Tsionas, Efthymios G.
34
Pesaran, M. Hashem
33
McAleer, Michael
32
Reed, W. Robert
32
Clark, Todd E.
28
Marcellino, Massimiliano
28
Carriero, Andrea
26
Chan, Joshua
24
Koop, Gary
24
Chib, Siddhartha
23
Dufour, Jean-Marie
23
Casarin, Roberto
21
Martin, Gael M.
21
Ravazzolo, Francesco
21
Strachan, Rodney W.
21
Asai, Manabu
20
Frühwirth-Schnatter, Sylvia
20
Zhang, Xibin
20
Bos, Charles S.
19
Hoogerheide, Lennart
18
Schorfheide, Frank
18
Kano, Takashi
17
Kleijnen, Jack P. C.
17
Scaillet, Olivier
17
Stentoft, Lars
17
Yu, Jun
17
Forbes, Catherine Scipione
16
Kohn, Robert
16
Rodriguez, Gabriel
16
Bauwens, Luc
15
Dijk, Dick van
15
Li, Yong
15
Omori, Yasuhiro
15
Peters, Gareth
15
Pfaffermayr, Michael
15
Shevchenko, Pavel V.
15
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National Bureau of Economic Research
37
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12
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10
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7
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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National Centre of Competence in Research North South <Bern>
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1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel
1
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Journal of econometrics
151
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101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Economics letters
71
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70
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Econometric reviews
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European journal of operational research : EJOR
62
The journal of computational finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Applied economics
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Journal of applied econometrics
52
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International journal of theoretical and applied finance
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Quantitative finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Energy economics
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Journal of economic dynamics & control
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CAMA working paper series
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The econometrics journal
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Applied economics letters
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NBER Working Paper
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NBER working paper series
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Finance and stochastics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Econometrics : open access journal
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26
Insurance / Mathematics & economics
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Working papers
24
Finance research letters
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Econometric Institute research papers
22
Journal of the American Statistical Association : JASA
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Oxford bulletin of economics and statistics
22
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ECONIS (ZBW)
5,970
USB Cologne (EcoSocSci)
62
USB Cologne (business full texts)
35
EconStor
30
RePEc
13
BASE
5
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21
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte
Carlo
Methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316037
Saved in:
22
Fast and order-invariant inference in Bayesian VARs with non-parametric shocks
Huber, Florian
;
Koop, Gary
-
2023
Persistent link: https://www.econbiz.de/10014316241
Saved in:
23
Opioid mortality in the US: quantifying the direct and indirect impact of sociodemographic and socioeconomic factors
Gopal, Sucharita
;
Fischer, Manfred M.
-
2023
Persistent link: https://www.econbiz.de/10014321672
Saved in:
24
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
25
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
26
Implementation of variance reduction techniques applied to the pricing of investment certificates
Bottasso, Anna
;
Fusaro, Michelangelo
;
Giribone, Pier …
- In:
Risk management magazine
18
(
2023
)
1
,
pp. 19-42
. The pricing of certificates is typically performed using the Monte
Carlo
numerical methodology. Such method allows for …
Persistent link: https://www.econbiz.de/10014327175
Saved in:
27
A new quadratic asymmetric error correction model : does size matter?
Mnasri, Ayman
;
Mrabet, Zouhair
;
Alsamara, Mouyad
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 33-64
Persistent link: https://www.econbiz.de/10014329034
Saved in:
28
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
29
A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří
;
Fičura, Milan
-
2023
Persistent link: https://www.econbiz.de/10014338462
Saved in:
30
Collaborative cost multi-agent decision-making algorithm with Factored-Value Monte
Carlo
Tree Search and Max-Plus
Alexander-Reindorf, Nii-Emil
;
Cotae, Paul
- In:
Games
14
(
2023
)
6
,
pp. 1-19
actions with the lowest cost using the Monte
Carlo
Tree Search (MCTS) algorithm. Each agent’s most promising activities are …
Persistent link: https://www.econbiz.de/10014443307
Saved in:
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