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  • Search: subject:"Monte‐Carlo simulation"
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Year of publication
Subject
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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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Online availability
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Free 3,092 Undetermined 2,076 CC license 137
Type of publication
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Article 4,333 Book / Working Paper 3,497 Other 3
Type of publication (narrower categories)
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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
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Language
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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
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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...
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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
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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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Showing 7,671 - 7,680 of 7,833
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The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai; Yu, Shihti - In: Empirical Economics 26 (2001) 4, pp. 721-726
This paper investigates the sensitivity of the RESET tests, proposed by Ramsey (1969) and modified by Thursby and Schmidt (1977), to disturbance autocorrelation in regression analysis. Porter and Kashyap (1984) show that RESET is not robust to autocorrelated disturbance when there is a highly...
Persistent link: https://www.econbiz.de/10005612909
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Addressing Negative Willingness to Pay in Dichotomous Choice Contingent Valuation
Bohara, Alok; Kerkvliet, Joe; Berrens, Robert - In: Environmental & Resource Economics 20 (2001) 3, pp. 173-195
(WTP)in contingent valuation (CV) studies. Second,we use Monte Carlo simulation to examine theperformance of alternative …
Persistent link: https://www.econbiz.de/10005722038
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Nonlinear Smoother for Stochastic Volatility Model
Šimandl, Miroslav; Soukup, Tomáš - In: Bulletin of the Czech Econometric Society 8 (2001)
-augmentation method and the iterative Monte Carlo simulation procedures to calculating marginal state and parameters probability density …
Persistent link: https://www.econbiz.de/10008528878
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Capacity planning using Monte Carlo simulation: an illustrative application of commonly available PC software
Helio Yang, Y.; Haddad, Kamal; Chow, Chee W. - In: Managerial Finance 27 (2001) 5, pp. 33-54
Reviews the literature on capacity planning at strategic, tactical and operational levels but points out that, in practice, many enterprise resource planning systems make unrealistic assumptions for production planning; and the advanced production software packages which can deal with...
Persistent link: https://www.econbiz.de/10014939555
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Monte Carlo studies of a fractal cluster spin glass: Fe0.25Zn0.75F2
Barbosa, Paulo H.R; Raposo, E.P; Coutinho-Filho, M.D - In: Physica A: Statistical Mechanics and its Applications 295 (2001) 1, pp. 140-143
Monte Carlo simulation is performed to study microscopically the zero-field spin-glass phase of the compound Fe0.25Zn0 …
Persistent link: https://www.econbiz.de/10010590529
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Differential heat of adsorption at critical regime: square, triangular and honeycomb lattices
Bulnes, F; Ramirez-Pastor, A.J - In: Physica A: Statistical Mechanics and its Applications 295 (2001) 1, pp. 71-76
We report on a Monte Carlo study of the differential heat of adsorption on, square, triangular and honeycomb two-dimensional lattices. The influence of the connectivity on the main scaling parameters in the critical regime is analyzed. The simulation data are compared with mean-field and...
Persistent link: https://www.econbiz.de/10010591761
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A European comparison of the costs and risks of mortgages for owner-occupiers
Neuteboom, Peter - In: International Journal of Housing Policy 3 (2001) 2, pp. 155-171
homeowners. A Monte Carlo simulation model (simulating house prices, interest rates and inflation for the duration of the …
Persistent link: https://www.econbiz.de/10009221775
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Autocorrelation and Bias in Short Time Series: An Alternative Estimator
Arnau, Jaume; Bono, Roser - In: Quality & Quantity: International Journal of Methodology 35 (2001) 4, pp. 365-387
Persistent link: https://www.econbiz.de/10009396391
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Negative Log‐Gamma distribution for data uncertainty modelling in reliability analysis of complex systems ‐ Methodology and robustness
Allella, F.; Chiodo, E.; Lauria, D.; Pagano, M. - In: International Journal of Quality & Reliability Management 18 (2001) 3, pp. 307-323
In the paper, the problem of uncertain data in reliability analysis of complex systems is examined. The analysis is addressed to system reliability assessment with imprecise knowledge of component reliabilities, an item becoming more and more important for systems affected by considerable...
Persistent link: https://www.econbiz.de/10014800082
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Preliminary estimation of transfer function weights : a two step regression approach
Edlund, Per-Olov - 1989
Persistent link: https://www.econbiz.de/10004094733
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