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 7,299 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 6,931 - 6,940 of 7,836
Cover Image
Capacity factor prediction and planning in the wind power generation industry
Gurgur, Cigdem Z.; Jones, Michael - In: Renewable Energy 35 (2010) 12, pp. 2761-2766
system estimations. In this paper we proposed a more accurate method. In the first part of our analysis, a Monte Carlo … simulation was created based on Markov chains to provide an independent estimate of the true behavior of wind farm capacity value …
Persistent link: https://www.econbiz.de/10010805154
Saved in:
Cover Image
A stochastic method for battery sizing with uninterruptible-power and demand shift capabilities in PV (photovoltaic) systems
Tan, Chee Wei; Green, Tim C.; Hernandez-Aramburo, Carlos A. - In: Energy 35 (2010) 12, pp. 5082-5092
should also be based on a probabilistic approach. The Monte Carlo simulation is a rigorous method to sizing BIPV system as it …
Persistent link: https://www.econbiz.de/10010811067
Saved in:
Cover Image
Concentration effects in mesoscopic simulation of coarsening
Horntrop, David J. - In: Mathematics and Computers in Simulation (MATCOM) 80 (2010) 6, pp. 1082-1088
The self-organization of particles in a two-phase system in the coexistence region through a diffusive mechanism is known as Ostwald ripening. A mesoscopic model derived from the spin exchange Ising model is used here in a computational study of Ostwald ripening. The typical cluster size is...
Persistent link: https://www.econbiz.de/10010870705
Saved in:
Cover Image
An Integrated Simulation-Assessment Approach for Evaluating Health Risks of Groundwater Contamination Under Multiple Uncertainties
Yang, A.; Huang, G.; Qin, X. - In: Water Resources Management 24 (2010) 13, pp. 3349-3369
An integrated simulation-assessment approach (ISAA) was developed in this study to systematically tackle multiple uncertainties associated with hydrocarbon contaminant transport in subsurface and assessment of carcinogenic health risk. The fuzzy vertex analysis technique and the Latin hypercube...
Persistent link: https://www.econbiz.de/10010847316
Saved in:
Cover Image
Monte Carlo Simulation of the Electrical Conductivity of Rubber Compounds During Silanization
Ján, Hronkovič; Marian, Kubliha; Stanislav, Minárik; … - In: Research Papers Faculty of Materials Science and … 18 (2010) 28, pp. 9-15
Monte Carlo simulation of temperature dependence of electric conductivity of a model mixture system, which involves …
Persistent link: https://www.econbiz.de/10010861970
Saved in:
Cover Image
t-Copula generation for control variates
Hörmann, Wolfgang; Sak, Halis - In: Mathematics and Computers in Simulation (MATCOM) 81 (2010) 4, pp. 782-790
The standard method for generating multi-t vectors is simple and convenient but it has the disadvantage that the generated multi-normal and multi-t vectors are not similar. For t-copula models this destroys much of the variance reduction when using the result of the multi-normal model as...
Persistent link: https://www.econbiz.de/10011050181
Saved in:
Cover Image
Energy assessment of peri-urban horticulture and its uncertainty: Case study for Bogota, Colombia
Bojacá, C.R.; Schrevens, E. - In: Energy 35 (2010) 5, pp. 2109-2118
Scarce information is available about the energy use pattern of horticultural commodities in general and more specifically for peri-urban horticulture. Peri-urban horticulture in the outskirts of Bogota is an important source of vegetables for Colombia's capital city. Based on detailed...
Persistent link: https://www.econbiz.de/10011055201
Saved in:
Cover Image
Monte Carlo simulation of a confined hard ellipse fluid
Moradi, M.; Hashemi, S.; Taghizadeh, F. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4510-4519
The structural and thermodynamic properties of a confined hard ellipse fluid are studied using Monte Carlo simulation …
Persistent link: https://www.econbiz.de/10011060940
Saved in:
Cover Image
Potts model with q=4,6, and 8 states on Voronoi–Delaunay random lattice
Lima, F.W.S. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3039-3047
Through Monte Carlo simulations we study the 2D Potts models with q=4,6 and 8 states on Voronoi–Delaunay random lattice. In this study, we assume that the coupling factor J varies with the distance r between the first neighbors as J(r)∝e−ar, with a≥0. The disordered system is simulated...
Persistent link: https://www.econbiz.de/10011063357
Saved in:
Cover Image
Phase diagram of a mixed spin-1 and spin-3/2 Ising ferrimagnet
Žukovič, M.; Bobák, A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 23, pp. 5402-5407
Critical and compensation properties of a mixed spin-1 and spin-3/2 Ising ferrimagnet on a square lattice are investigated by standard and histogram Monte Carlo simulations. The critical temperature is studied as a function of single-ion anisotropy strength. The second order of the phase...
Persistent link: https://www.econbiz.de/10011064670
Saved in:
  • First
  • Prev
  • 689
  • 690
  • 691
  • 692
  • 693
  • 694
  • 695
  • 696
  • 697
  • 698
  • 699
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...