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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
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1,482
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1,473
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1,093
Markov-Kette
1,065
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1,064
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912
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909
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877
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874
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871
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866
Optionspreistheorie
719
Option pricing theory
711
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661
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656
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632
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628
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517
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515
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485
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480
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404
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404
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362
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362
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353
Portfolio-Management
300
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295
USA
294
United States
289
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283
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283
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281
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280
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279
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3,094
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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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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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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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7141
BayesX - software for Bayesian inference based on Markov Chain
Monte
Carlo
simulation
techniques : version 0.5
Lang, Stefan
;
Brezger, Andreas
-
2000
Persistent link: https://www.econbiz.de/10001743606
Saved in:
7142
Markov Chain Monte Carlo model selection for DAG models
Fronk, Eva-Maria
;
Giudici, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001745567
Saved in:
7143
Monte Carlo tests of cointegration in a bivariate normal common factor system
Östermark, Ralf
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001525817
Saved in:
7144
On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak
;
Pedersen, Christian S.
;
Satchell, Stephen
- In:
The European journal of finance
6
(
2000
)
1
,
pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
Saved in:
7145
Zur Analyse der Überlebensfähigkeit von Unternehmen : methodisch-theoretische Grundlagen und Simulationsergebnisse
Hinners-Tobrägel, Ludger
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001541802
Saved in:
7146
Die Parameterschätzung in fehlspezifizierten Independent Probitmodellen : eine Monte-Carlo-Studie
Ziegler, Andreas
-
2000
Persistent link: https://www.econbiz.de/10001542238
Saved in:
7147
Using simulations to price compound options and calculate partial differentials
Siddiqi, Mazhar A.
- In:
Advances in quantitative analysis of finance and …
8
(
2000
),
pp. 61-86
Persistent link: https://www.econbiz.de/10001543195
Saved in:
7148
Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe
- In:
Economics letters
67
(
2000
)
2
,
pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
Saved in:
7149
Monte Carlo EM-Algorithms for the Proportional Hazards Model with Grouped Duration Data
Muus, Laxs
- In:
Panel data and structural labour market models
,
(pp. 197-213)
.
2000
Persistent link: https://www.econbiz.de/10015390268
Saved in:
7150
Zur Eignung numerischer Verfahren für die Optionsbewertung : mit einer ausführlichen Einführung in Derivatehandel und -bewertung
Wilkens, Sascha
-
2000
Persistent link: https://www.econbiz.de/10013439215
Saved in:
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