EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Monte‐Carlo simulation"
Narrow search

Narrow search

Year of publication
Subject
All
Monte Carlo simulation 7,296 Monte-Carlo-Simulation 6,698 Theorie 2,920 Theory 2,894 Schätztheorie 1,480 Estimation theory 1,471 Simulation 1,091 Markov-Kette 1,065 Markov chain 1,064 Bayesian inference 912 Bayes-Statistik 909 Stochastischer Prozess 875 Schätzung 874 Stochastic process 869 Estimation 866 Optionspreistheorie 718 Option pricing theory 710 Zeitreihenanalyse 661 Time series analysis 656 Volatilität 630 Volatility 626 Prognoseverfahren 516 Forecasting model 514 Panel 485 Panel study 480 Sampling 403 Stichprobenerhebung 403 Regression analysis 362 Regressionsanalyse 362 Statistischer Test 362 Statistical test 353 Portfolio-Management 299 Portfolio selection 294 USA 294 United States 289 Statistische Verteilung 283 VAR-Modell 283 Statistical distribution 281 VAR model 280 Risikomanagement 278
more ... less ...
Online availability
All
Free 3,092 Undetermined 2,076 CC license 137
Type of publication
All
Article 4,333 Book / Working Paper 3,497 Other 3
Type of publication (narrower categories)
All
Article in journal 3,377 Aufsatz in Zeitschrift 3,377 Working Paper 1,816 Arbeitspapier 1,698 Graue Literatur 1,681 Non-commercial literature 1,681 Aufsatz im Buch 213 Book section 213 Hochschulschrift 153 Thesis 132 Article 55 research-article 45 Collection of articles written by one author 22 Conference paper 22 Konferenzbeitrag 22 Sammlung 22 Collection of articles of several authors 20 Sammelwerk 20 Dissertation u.a. Prüfungsschriften 18 Amtsdruckschrift 16 Government document 16 Lehrbuch 15 Case study 14 Fallstudie 14 Aufsatzsammlung 13 Textbook 13 Konferenzschrift 9 Forschungsbericht 7 Systematic review 6 Übersichtsarbeit 6 Bibliografie enthalten 5 Bibliography included 5 Bibliografie 3 Conference Paper 3 Congress Report 3 Reprint 3 conceptual-paper 3 technical-paper 3 Accompanied by computer file 2 Elektronischer Datenträger als Beilage 2
more ... less ...
Language
All
English 6,819 Undetermined 758 German 216 French 17 Spanish 13 Portuguese 5 Czech 3 Hungarian 2 Slovak 2 Croatian 1 Italian 1 Polish 1
more ... less ...
Author
All
Koopman, Siem Jan 66 Dijk, Herman K. van 64 Pesaran, M. Hashem 63 Kapetanios, George 50 Joshi, Mark S. 46 Tsionas, Efthymios G. 45 Reed, W. Robert 36 Casarin, Roberto 31 Dufour, Jean-Marie 31 McAleer, Michael 31 Ravazzolo, Francesco 27 Schorfheide, Frank 27 Westerlund, Joakim 26 Koop, Gary 23 Chiarella, Carl 22 Chudik, Alexander 22 Kleijnen, Jack P. C. 22 Pfaffermayr, Michael 22 Baltagi, Badi H. 21 Grassi, Stefano 21 Lucas, André 21 Stentoft, Lars 21 Yamagata, Takashi 21 Zhang, Xibin 21 Asai, Manabu 20 Hoogerheide, Lennart 20 Kitagawa, Toru 20 Lesage, James P. 20 Martin, Gael M. 20 Belomestny, Denis 19 Bos, Charles S. 19 Chib, Siddhartha 19 Kilian, Lutz 19 Lechner, Michael 19 Urga, Giovanni 19 Dijk, Dick van 18 Herbst, Edward P. 18 Lang, Stefan 18 Nason, James Michael 18 Schoenmakers, John 18
more ... less ...
Institution
All
National Bureau of Economic Research 43 International Monetary Fund (IMF) 32 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 Nationalekonomiska Institutionen, Ekonomihögskolan 13 Centre for Analytical Finance <Århus> 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Agricultural and Applied Economics Association - AAEA 9 Department of Economics, University of Victoria 8 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 8 Finance Discipline Group, Business School 8 HAL 8 Tinbergen Instituut 8 EconWPA 7 Institut für Schweizerisches Bankwesen <Zürich> 7 Lunds Universitet / Nationalekonomiska Institutionen 7 Queen Mary College / Department of Economics 7 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 7 European Association of Agricultural Economists - EAAE 6 Tinbergen Institute 6 Faculty of Economics, University of Cambridge 5 Institute for the Study of Labor (IZA) 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 University of Exeter / Department of Economics 5 Arbeitskreis Quantitative Steuerlehre 4 Deutsche Bundesbank 4 Econometrisch Instituut <Rotterdam> 4 Economics Department, Queen's University 4 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 4 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Canterbury / Dept. of Economics and Finance 4 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 4 de Nederlandsche Bank 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 3 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 3 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center 3 International Monetary Fund 3
more ... less ...
Published in...
All
Journal of econometrics 178 Discussion paper / Tinbergen Institute 113 Physica A: Statistical Mechanics and its Applications 104 Economics letters 93 European journal of operational research : EJOR 79 Computational economics 77 Econometric reviews 71 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 70 The journal of computational finance 65 Working paper 61 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 59 CEMMAP working papers / Centre for Microdata Methods and Practice 58 Applied economics 56 Journal of applied econometrics 55 Quantitative finance 55 International journal of theoretical and applied finance 52 Working paper / Department of Econometrics and Business Statistics, Monash University 45 Economic modelling 43 The econometrics journal 42 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 41 Risks : open access journal 39 Applied economics letters 38 Econometrics : open access journal 37 International journal of forecasting 37 Journal of economic dynamics & control 37 NBER Working Paper 36 NBER working paper series 36 IMF Working Papers 35 Insurance / Mathematics & economics 34 Working paper / National Bureau of Economic Research, Inc. 34 Journal of forecasting 33 Journal of risk and financial management : JRFM 32 Energy economics 31 Finance and stochastics 30 Operations research 28 Série des documents de travail / Centre de Recherche en Économie et Statistique 27 Finance research letters 26 Working papers 26 Econometric theory 25 International journal of production research 25
more ... less ...
Source
All
ECONIS (ZBW) 6,602 RePEc 863 EconStor 179 Other ZBW resources 63 USB Cologne (EcoSocSci) 62 USB Cologne (business full texts) 35 BASE 29
more ... less ...
Showing 121 - 130 of 7,833
Cover Image
Overcoming data barriers in spatial agri-food systems analysis : a flexible imputation framework
Yi, Jing; Cohen, Samantha; Rehkamp, Sarah; Canning, … - In: Journal of agricultural economics : JAE 74 (2023) 3, pp. 686-701
Persistent link: https://www.econbiz.de/10014342572
Saved in:
Cover Image
Can Self-Preferencing by An Online Retailer Be Detected? A Monte Carlo Simulation
Ford, George S. - 2023
Internet search results must be presented in a sequential manner—there is a first result, a second, a third, and so forth. For some platforms, an independent party may pay a fee for a higher ranking in the sequence. And when a platform offers its own products or services, the platform may...
Persistent link: https://www.econbiz.de/10014343982
Saved in:
Cover Image
Bootstrap Hausdorff Confidence Regions for Average Treatment Effect Identified Sets
Poskitt, Donald; Zhao, Xueyan - 2023
This paper introduces a new bootstrap approach to the construction of confidence regions for Average Treatment Effect (ATE) identified sets. Minimum Hausdorff distance bootstrap confidence regions are developed and shown to be valid under suitable regularity. A novel measure of the discrepancy...
Persistent link: https://www.econbiz.de/10014347518
Saved in:
Cover Image
Monte Carlo Tree Search in Designing Artificial Intelligence-Enhanced Service Level Agreements
Fadaki, Masih; Asadikia, Atie - 2023
Monte Carlo Tree Search (MCTS) is an algorithmic technique utilized in reinforcement learning, a subfield of artificial intelligence, that combines tree-based search and random sampling for decision-making in uncertain environments. Although MCTS has been successfully used for playing complex...
Persistent link: https://www.econbiz.de/10014347579
Saved in:
Cover Image
Disentangling the effect of measures, variants, and vaccines on SARS-CoV-2 infections in England : a dynamic intensity model
Boldea, Otilia; Cornea-Madeira, Adriana; Madeira, João - In: The econometrics journal 26 (2023) 3, pp. 444-466
Persistent link: https://www.econbiz.de/10014391706
Saved in:
Cover Image
Should selection of the optimum stochastic mortality model be based on the original or the logarithmic scale of the mortality rate?
Santolino, Miguel - In: Risks : open access journal 11 (2023) 10, pp. 1-21
Stochastic mortality models seek to forecast future mortality rates; thus, it is apparent that the objective variable should be the mortality rate expressed in the original scale. However, the performance of stochastic mortality models-in terms, that is, of their goodness-of-fit and prediction...
Persistent link: https://www.econbiz.de/10014391729
Saved in:
Cover Image
A fast Monte Carlo scheme for additive processes and option pricing
Azzone, Michele; Baviera, Roberto - In: Computational management science 20 (2023) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10014393374
Saved in:
Cover Image
Consistent estimation of panel data sample selection models
Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
The properties of classical panel data estimators including fixed effect, first-differences, random effects, and generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are investigated under sample selection. The correlation of the...
Persistent link: https://www.econbiz.de/10014428011
Saved in:
Cover Image
The Monte Carlo integral of a continuum of independent random variables
Hammond, Peter J. - 2023
Persistent link: https://www.econbiz.de/10014428859
Saved in:
Cover Image
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris; Schröder, Maximilian - 2023
Persistent link: https://www.econbiz.de/10014431618
Saved in:
  • First
  • Prev
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...