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Search: subject:"Monte‐Carlo simulation"
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All
Monte Carlo simulation
7,296
Monte-Carlo-Simulation
6,698
Theorie
2,920
Theory
2,894
Schätztheorie
1,480
Estimation theory
1,471
Simulation
1,091
Markov-Kette
1,065
Markov chain
1,064
Bayesian inference
912
Bayes-Statistik
909
Stochastischer Prozess
875
Schätzung
874
Stochastic process
869
Estimation
866
Optionspreistheorie
718
Option pricing theory
710
Zeitreihenanalyse
661
Time series analysis
656
Volatilität
630
Volatility
626
Prognoseverfahren
516
Forecasting model
514
Panel
485
Panel study
480
Sampling
403
Stichprobenerhebung
403
Regression analysis
362
Regressionsanalyse
362
Statistischer Test
362
Statistical test
353
Portfolio-Management
299
Portfolio selection
294
USA
294
United States
289
Statistische Verteilung
283
VAR-Modell
283
Statistical distribution
281
VAR model
280
Risikomanagement
278
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Free
3,092
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2,076
CC license
137
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Article
4,333
Book / Working Paper
3,497
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3
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Article in journal
3,377
Aufsatz in Zeitschrift
3,377
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1,816
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1,698
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1,681
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1,681
Aufsatz im Buch
213
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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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22
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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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14
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13
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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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3
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3
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English
6,819
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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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2
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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
113
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
All
ECONIS (ZBW)
6,602
RePEc
863
EconStor
179
Other ZBW resources
63
USB Cologne (EcoSocSci)
62
USB Cologne (business full texts)
35
BASE
29
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7341
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
7342
Interest rate risk of banking accounts : measurement using the VaR framework
Kiyama, Yoshinao
(
contributor
)
- In:
Monetary and economic studies
16
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001241553
Saved in:
7343
Forecasting economic processes
Clements, Michael P.
- In:
International journal of forecasting
14
(
1998
)
1
,
pp. 111-131
Persistent link: https://www.econbiz.de/10001242425
Saved in:
7344
Some Monte Carlo results for the modified logit model
Alaouze, Chris M.
-
1998
-
Rev
Persistent link: https://www.econbiz.de/10001354253
Saved in:
7345
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
7346
Consistent covariance matrix estimation with spatially dependent panel data
Driscoll, John C.
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 549-560
Persistent link: https://www.econbiz.de/10001254696
Saved in:
7347
Nonlinear and non-Gaussian state-space modling with Monte Carlo simulations
Tanizaki, Hisashi
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 263-290
Persistent link: https://www.econbiz.de/10001336945
Saved in:
7348
Does seasonal adjustment induce common cycles?
Hecq, Alain W. J.
- In:
Economics letters
59
(
1998
)
3
,
pp. 289-297
Persistent link: https://www.econbiz.de/10001242932
Saved in:
7349
Estimation and comparison of multiple change-point models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001243492
Saved in:
7350
Dynamic simultaneous equations and Johansen's ML estimator : some Monte Carlo Results
Hansen, Gerd
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
2
,
pp. 133-148
Persistent link: https://www.econbiz.de/10001243574
Saved in:
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