Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Monte‐Carlo simulation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Free
3,094
Undetermined
2,077
CC license
137
Type of publication
All
Article
4,334
Book / Working Paper
3,499
Other
3
Type of publication (narrower categories)
All
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
more ...
less ...
Language
All
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
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
6,605
RePEc
863
EconStor
179
Other ZBW resources
63
USB Cologne (EcoSocSci)
62
USB Cologne (business full texts)
35
BASE
29
more ...
less ...
Showing
6,871
-
6,880
of
7,836
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
6871
A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators
Hahn, Jinyong
;
Inoue, Atsushi
- In:
Econometric reviews
21
(
2002
)
3
,
pp. 309-336
Persistent link: https://www.econbiz.de/10001718757
Saved in:
6872
VaR : the state to play
Pearson, Neil D.
;
Smithson, Charles Wayne
- In:
Review of financial economics : RFE
11
(
2002
)
3
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001720504
Saved in:
6873
Central limit theorem for sequential Monte Carlo methods and its applications to Bayesian inference
Chopin, Nicolas
-
2002
Persistent link: https://www.econbiz.de/10001720951
Saved in:
6874
Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721470
Saved in:
6875
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
-
2002
Persistent link: https://www.econbiz.de/10001721476
Saved in:
6876
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722409
Saved in:
6877
Approximate confidence regions for minimax-linear estimators
Toutenburg, Helge
;
Flieger, A.
;
Schaffrin, Burkhard
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 27-44)
.
2002
Persistent link: https://www.econbiz.de/10001701909
Saved in:
6878
An analysis of a least squares regression method for American option pricing
Clément, Emmanuelle
;
Lamberton, Damien
;
Protter, Philip
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 449-471
Persistent link: https://www.econbiz.de/10001702781
Saved in:
6879
Testing for hysteresis against nonlinear alternatives
Hughes Hallett, Andrew
;
Piscitelli, Laura
- In:
Journal of economic dynamics & control
27
(
2002
)
2
,
pp. 303-327
Persistent link: https://www.econbiz.de/10001703404
Saved in:
6880
Bayesian analysis of nested logit model by Markov chain Monte Carlo
Lahiri, Kajal
;
Gao, Jian
- In:
Journal of econometrics
111
(
2002
)
1
,
pp. 103-133
Persistent link: https://www.econbiz.de/10001703598
Saved in:
First
Prev
683
684
685
686
687
688
689
690
691
692
693
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
