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Search: subject:"Monte‐Carlo simulation"
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Monte Carlo simulation
7,299
Monte-Carlo-Simulation
6,701
Theorie
2,920
Theory
2,894
Schätztheorie
1,482
Estimation theory
1,473
Simulation
1,093
Markov-Kette
1,065
Markov chain
1,064
Bayesian inference
912
Bayes-Statistik
909
Stochastischer Prozess
877
Schätzung
874
Stochastic process
871
Estimation
866
Optionspreistheorie
719
Option pricing theory
711
Zeitreihenanalyse
661
Time series analysis
656
Volatilität
632
Volatility
628
Prognoseverfahren
517
Forecasting model
515
Panel
485
Panel study
480
Sampling
404
Stichprobenerhebung
404
Regression analysis
362
Regressionsanalyse
362
Statistischer Test
362
Statistical test
353
Portfolio-Management
300
Portfolio selection
295
USA
294
United States
289
Statistische Verteilung
283
VAR-Modell
283
Statistical distribution
281
VAR model
280
Risikomanagement
279
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Free
3,094
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2,077
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137
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4,334
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3,499
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3
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Article in journal
3,378
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1,817
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1,699
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213
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153
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132
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55
research-article
45
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22
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18
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16
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15
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14
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13
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9
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7
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6
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6
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5
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5
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3
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3
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3
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6,822
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758
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216
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17
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5
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3
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2
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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
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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
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Published in...
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Journal of econometrics
178
Discussion paper / Tinbergen Institute
114
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
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Source
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ECONIS (ZBW)
6,605
RePEc
863
EconStor
179
Other ZBW resources
63
USB Cologne (EcoSocSci)
62
USB Cologne (business full texts)
35
BASE
29
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6571
A GMM test for SSD efficiency
Post, Thierry
(
contributor
);
Versijp, Philippe
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002188617
Saved in:
6572
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
(
contributor
);
Muller, Christophe
(
contributor
)
-
2004
-
[Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002198695
Saved in:
6573
Estimating stochastic volatility models : a comparison of two importance samplers
Lee, Kai Ming
(
contributor
);
Koopman, Siem Jan
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002651712
Saved in:
6574
Combining forecasts with nonparametric kernel regressions
Li, Fuchun
(
contributor
);
Tkacz, Greg
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652257
Saved in:
6575
Robbins-Monro algorithms and variance reduction in finance
Arouna, Bouhari
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 35-61
Persistent link: https://www.econbiz.de/10001908052
Saved in:
6576
Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge
Ribeiro, Claudio
;
Webber, Nick
- In:
The journal of computational finance
7
(
2003/2004
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001908069
Saved in:
6577
A Monte Carlo comparison of parametric and nonparametric quantile regressions
Min, Insik
;
Kim, Inchul
- In:
Applied economics letters
11
(
2004
)
2
,
pp. 71-74
Persistent link: https://www.econbiz.de/10001927299
Saved in:
6578
Fooled by randomness : the hidden role of chance in life and in the markets
Taleb, Nassim Nicholas
-
2004
-
2nd ed.
Persistent link: https://www.econbiz.de/10001932787
Saved in:
6579
Valuation by simulation of contingent claims with multiple early exercise opportunities
Ibáñez, Alfredo
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 223-248
Persistent link: https://www.econbiz.de/10002032694
Saved in:
6580
Bayesian analysis of the heterogeneity model
Frühwirth-Schnatter, Sylvia
;
Tüchler, Regina
;
Otter, …
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 2-15
Persistent link: https://www.econbiz.de/10001891376
Saved in:
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