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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 71 - 80 of 7,833
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Hybrid unadjusted Langevin methods for high-dimensional latent variable models
Loiza-Maya, Ruben; Nibbering, Didier; Zhu, Dan - In: Journal of econometrics 241 (2024) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10015075170
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Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto; Majoni, Blessings - 2024 - This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
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On Bayesian inference of reliability parameter in Burr-type XII model based on imprecise data : a survey on fuzzy modelling
Makhdoom, Iman; Pak, Abbas - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 125-143
method and the method of moments are used for estimating parameters. Finally, these estimators are compared via a Monte-Carlo … simulation study. …
Persistent link: https://www.econbiz.de/10015125415
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Estimation of quantiles with the exact bootstrap method
Kisielińska, Joanna - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 145-165
the influence of the quality of the pseudorandom number generators on the results of the Monte Carlo simulation. …
Persistent link: https://www.econbiz.de/10015125417
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Variance-reduced risk inference in semi-supervised settings
Einmahl, John H. J.; Peng, Liang - 2024
Persistent link: https://www.econbiz.de/10015114538
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Univariate measures of persistence : a comparative analysis
Arango-Castillo, Lenin; Martínez-Ramírez, Francisco J.; … - 2024
Persistence is the speed with which a time series returns to its mean after a shock. Although several measures of persistence have been proposed in the literature, when they are empirically applied, the different measures indicate incompatible messages, as they differ both in the level and the...
Persistent link: https://www.econbiz.de/10015062366
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Flexible negative binomial mixtures for credible mode inference in heterogeneous count data from finance, economics and bioinformatics
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - 2024
information and the Monte Carlo simulation of the posterior. This mixture process is estimated by the sparse finite mixture Markov …
Persistent link: https://www.econbiz.de/10015062977
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Ensuring neonatal human milk provision : a framework for estimating potential demand for donor human milk
Staff, Marta; Mustafee, Navonil; Shenker, Natalie; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 642-655
Persistent link: https://www.econbiz.de/10015048026
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Investment-consumption optimization with transaction cost and learning about return predictability
Wang, Ning; Siu, Tak Kuen - In: European journal of operational research : EJOR 318 (2024) 3, pp. 877-891
Persistent link: https://www.econbiz.de/10015048184
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Bayesian CART models for insurance claims frequency
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131
Persistent link: https://www.econbiz.de/10015049382
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