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  • Search: subject:"Monte‐Carlo simulation"
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Year of publication
Subject
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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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Online availability
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Free 3,094 Undetermined 2,077 CC license 137
Type of publication
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Article 4,334 Book / Working Paper 3,499 Other 3
Type of publication (narrower categories)
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Article in journal 3,378 Aufsatz in Zeitschrift 3,378 Working Paper 1,817 Arbeitspapier 1,699 Graue Literatur 1,682 Non-commercial literature 1,682 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
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Language
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English 6,822 Undetermined 758 German 216 French 17 Spanish 13 Portuguese 5 Czech 3 Hungarian 2 Slovak 2 Croatian 1 Italian 1 Polish 1
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Author
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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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Institution
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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...
All
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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Showing 6,741 - 6,750 of 7,836
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An adaptive method for evaluating multidimensional contingent claims: Part 1
Dahl, Lars O. - In: International journal of theoretical and applied finance 6 (2003) 3, pp. 301-316
Persistent link: https://www.econbiz.de/10001769198
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Valuation of Innovative Companies
Behm, Georg - 2003 - 1. Aufl
Persistent link: https://www.econbiz.de/10001769393
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Sur les obligations convertibles à clause de remboursement anticipé au gré de l'émetteur
André-Le Pogamp, Florence; Moraux, Franck - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10001771585
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La fiabilité des informations extraites d'estimations paramétriques de densités neutres au risque
Bellando, Raphaëlle; Colletaz, Gilbert - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001771592
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Sequential monitoring of the parameters of a one-factor Cox-Ingersoll-Ross model
Schmid, Wolfgang; Tzotchev, Dobromir - 2003
Persistent link: https://www.econbiz.de/10001774748
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Irrelevant variables in cointegration analysis
Pashourtidou, Nicoletta; O'Brien, Raymond J. - 2003
Persistent link: https://www.econbiz.de/10001815692
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The decision to work, to search or to withdraw when markets are incomplete
Maidorn, Susanne - 2003
Persistent link: https://www.econbiz.de/10001820989
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
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Monte Carlo methods for pricing and hedging American options
Milʹstejn, Grigorij N.; Reiß, Oliver; Schoenmakers, John - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2003
Carlo simulation of suitable probabilistic representations in connection with the respective parabolic boundary value … Black-Scholes framework. Based on a known exercise boundary, it is shown how to price and hedge the American option by Monte …
Persistent link: https://www.econbiz.de/10001802364
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Bayesian estimation of regional production for CGE modeling
Adkins, Lee Chester; Rickman, Dan S.; Hameed, Abid - In: Journal of regional science 43 (2003) 4, pp. 641-661
Persistent link: https://www.econbiz.de/10001825500
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