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 7,296 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
more ... less ...
Online availability
All
Free 3,092 Undetermined 2,076 CC license 137
Type of publication
All
Article 4,333 Book / Working Paper 3,497 Other 3
Type of publication (narrower categories)
All
Article in journal 3,377 Aufsatz in Zeitschrift 3,377 Working Paper 1,816 Arbeitspapier 1,698 Graue Literatur 1,681 Non-commercial literature 1,681 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 6,819 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 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
more ... less ...
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
more ... less ...
Showing 7,531 - 7,540 of 7,833
Cover Image
Econometric estimation of a variable rate of depreciation of the capital stock
Hernández, José; Mauleón, Ignacio - In: Empirical Economics 30 (2005) 3, pp. 575-595
Persistent link: https://www.econbiz.de/10005382368
Saved in:
Cover Image
Simulation-Based Pricing of Convertible Bonds
Ammann, Manuel; Kind, Axel; Wilde, Christian - EconWPA - 2005
We propose and empirically study a pricing model for convertible bonds based on Monte Carlo simulation. The method uses …
Persistent link: https://www.econbiz.de/10005413169
Saved in:
Cover Image
Evolving eco-system: a network of networks
Chowdhury, Debashish; Stauffer, Dietrich - In: Physica A: Statistical Mechanics and its Applications 346 (2005) 1, pp. 68-74
Ecology and evolution are inseparable. Motivated by some recent experiments, we have developed models of evolutionary ecology from the perspective of dynamic networks. In these models, in addition to the intra-node dynamics, which corresponds to an individual-based population dynamics of...
Persistent link: https://www.econbiz.de/10010873426
Saved in:
Cover Image
Lattice-gas modeling of adsorption on nanotube bundles at criticality
Pasinetti, P.M.; Riccardo, J.L.; Ramirez-Pastor, A.J. - In: Physica A: Statistical Mechanics and its Applications 355 (2005) 2, pp. 383-392
Adsorption thermodynamics of interacting particles adsorbed on nanotube bundles is studied through a lattice-gas model and Monte Carlo simulations. The adsorbent is modeled as one-dimensional channels of equivalent adsorption sites arranged in a triangular cross-sectional structure. Two kinds of...
Persistent link: https://www.econbiz.de/10010873934
Saved in:
Cover Image
Finite size effects on calorimetric cooperativity of two-state proteins
Li, Mai Suan; Klimov, D.K.; Thirumalai, D. - In: Physica A: Statistical Mechanics and its Applications 350 (2005) 1, pp. 38-44
Finite size effects on the calorimetric cooperatity of the folding-unfolding transition in two-state proteins are considered using the Go lattice models with and without side chains. We show that for models without side chains a dimensionless measure of calorimetric cooperativity κ2 defined as...
Persistent link: https://www.econbiz.de/10011059346
Saved in:
Cover Image
Evolutionary ecology in silico: evolving food webs, migrating population and speciation
Stauffer, Dietrich; Kunwar, Ambarish; Chowdhury, Debashish - In: Physica A: Statistical Mechanics and its Applications 352 (2005) 1, pp. 202-215
After a brief review of our recent works on “unified” models of evolutionary ecology, we have generalized our “unified” model by taking into account spatial variations from one “patch” to another. We model the spatial extension of the ecosystem (i.e., the geography) by a square...
Persistent link: https://www.econbiz.de/10011061136
Saved in:
Cover Image
Two-dimensional model for mixtures of enantiomers, bent hard needles: a Monte Carlo simulation
Perusquı́a, Raúl A.; Peón, Jorge; Quintana, Jacqueline - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 130-142
We study the statistical mechanical conditions under which segregation of racemic mixtures of chiral molecules is possible in a two-dimensional fluid model. Motivated by experimental evidence indicating that chiral hydrophilic heads of amphiphilic molecules lying in a monolayer can crystallize...
Persistent link: https://www.econbiz.de/10011063236
Saved in:
Cover Image
Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters
Korn, Granino A. - In: Mathematics and Computers in Simulation (MATCOM) 67 (2005) 6, pp. 501-513
Modern computers produce large volumes of simulation results so quickly that their management becomes a formidable task. We describe interactive computer software for replicating simulation models with different parameters. A single simulation run then produces results for hundreds of models...
Persistent link: https://www.econbiz.de/10010749364
Saved in:
Cover Image
Stochastic Modelling of the Impact of Flood Protection Measures Along the River Waal in the Netherlands
Vuren, Saskia; Vriend, Huib; Ouwerkerk, Sonja; Kok, Matthijs - In: Natural Hazards 36 (2005) 1, pp. 81-102
River flooding is a problem of international interest. In the past few years many countries suffered from severe floods. A large part of the Netherlands is below sea level and river levels. The Dutch flood defences along the river Rhine are designed for water levels with a probability of...
Persistent link: https://www.econbiz.de/10010995734
Saved in:
Cover Image
Earthquake Hazard in Italy, 2001–2030
Romeo, Roberto - In: Natural Hazards 36 (2005) 3, pp. 383-405
The study computes time-dependant earthquake probabilities on the basis of seismicity data mainly deriving from historic records. It provides a methodological approach useful for those countries where the scarcity of instrumental data and/or paleoseismological evidences requires that historical...
Persistent link: https://www.econbiz.de/10010996639
Saved in:
  • First
  • Prev
  • 749
  • 750
  • 751
  • 752
  • 753
  • 754
  • 755
  • 756
  • 757
  • 758
  • 759
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...