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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 7,751 - 7,760 of 7,833
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Effective forces between macroions: a Monte Carlo study
D'Amico, Irene; Löwen, Hartmut - In: Physica A: Statistical Mechanics and its Applications 237 (1997) 1, pp. 25-30
The effective forces between two spherical highly charged colloidal macroions are calculated within the primitive model of strongly asymmetric electrolytes using Monte Carlo simulations. For typical parameters corresponding to aqueous suspensions of polystyrene spheres, the forces are found to...
Persistent link: https://www.econbiz.de/10011058915
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Viscometric effects in a dense hard-sphere fluid
Montanero, JoséMaría; Santos, Andrés - In: Physica A: Statistical Mechanics and its Applications 240 (1997) 1, pp. 229-238
A recently proposed Monte Carlo simulation method for the Enskog equation is applied to uniform shear flow. This state …
Persistent link: https://www.econbiz.de/10011059315
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Near-surface long-range order at the ordinary transition: scaling analysis and Monte Carlo results
Czerner, Peter; Ritschel, Uwe - In: Physica A: Statistical Mechanics and its Applications 237 (1997) 1, pp. 240-256
Motivated by recent experimental activities on surface critical phenomena, we present a detailed theoretical study of the near-surface behavior of the local order parameter m(z) in Ising-like spin systems. Special attention is paid to the crossover regime between “ordinary” and “normal”...
Persistent link: https://www.econbiz.de/10011060178
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Scaling of cluster fluctuations in two-dimensional q=5 and 7 state Potts models
Ortakaya, Burcu; Gündüç, Yiǧit; Aydın, Meral; … - In: Physica A: Statistical Mechanics and its Applications 242 (1997) 1, pp. 309-314
The scaling behavior of fluctuations in cluster size is studied in q=5 and 7 state Potts models. This quantity exhibits scaling behavior on small lattices where the scaling of local operators like energy fluctuations and Binder cumulant cannot be expected.
Persistent link: https://www.econbiz.de/10011063448
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Reliability-Based Optimization of structural systems
Gasser, Markus; Schuëller, Gerhart - In: Mathematical Methods of Operations Research 46 (1997) 3, pp. 287-307
by applying variance reducing Monte Carlo simulation (MCS) techniques such as Importance Sampling (IS). Following the …
Persistent link: https://www.econbiz.de/10010999543
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On the Consistency of the DEA-based Average Technical Efficiency Bootstrap
Löthgren, Mickael - Economics Institute for Research (SIR), … - 1997
misleading bootstrap confidence intervals. A Monte Carlo simulation study reveals that the bootstrap confidence interval coverage …
Persistent link: https://www.econbiz.de/10005649251
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Bootstrapping the Malmquist Productivity Index: A Simulation Study
Löthgren, Mickael - Economics Institute for Research (SIR), … - 1997
This paper presents a Monte Carlo simulation study of the bootstrap algorithm proposed by Löthgren and Tambour (1997 …
Persistent link: https://www.econbiz.de/10005649328
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Monte Carlo Simulation of Ice Models
Barkema, G. T.; Newman, M. E. J. - Santa Fe Institute - 1997
We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three color model, appears to have a dynamic exponent close to zero, making it particularly useful for simulations of critical ice...
Persistent link: https://www.econbiz.de/10005790689
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The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period
Sarno, Lucio; Taylor, Mark P - C.E.P.R. Discussion Papers - 1997
Tests for long-run purchasing power parity (PPP) may lack power with sample periods corresponding to the span of the recent float, leading researchers to use more powerful multivariate unit root tests. We point out a potential problem with such tests: joint non-stationarity of real exchange...
Persistent link: https://www.econbiz.de/10005791733
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Distributions and correlations in Monte Carlo simulation
Wall, David - In: Construction Management and Economics 15 (1997) 3, pp. 241-258
The use of Monte Carlo simulation in construction cost analysis is of interest to construction professionals as part of … the risk analysis of construction projects. In recent high profile publications the presentation of Monte Carlo simulation … runs of the cost model including and excluding correlations show that correlations must be included in Monte Carlo …
Persistent link: https://www.econbiz.de/10005269164
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