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  • Search: subject:"Monte Carlo simulation."
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Year of publication
Subject
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Monte Carlo simulation 7,300 Monte-Carlo-Simulation 6,702 Theorie 2,920 Theory 2,894 Schätztheorie 1,482 Estimation theory 1,473 Simulation 1,093 Markov-Kette 1,065 Markov chain 1,064 Bayesian inference 912 Bayes-Statistik 909 Stochastischer Prozess 878 Schätzung 874 Stochastic process 872 Estimation 866 Optionspreistheorie 720 Option pricing theory 712 Zeitreihenanalyse 662 Time series analysis 657 Volatilität 633 Volatility 629 Prognoseverfahren 517 Forecasting model 515 Panel 485 Panel study 480 Sampling 404 Stichprobenerhebung 404 Regression analysis 362 Regressionsanalyse 362 Statistischer Test 362 Statistical test 353 Portfolio-Management 300 Portfolio selection 295 USA 294 United States 289 Statistische Verteilung 283 VAR-Modell 283 Statistical distribution 281 VAR model 280 Risikomanagement 279
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Online availability
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Free 3,094 Undetermined 2,078 CC license 137
Type of publication
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Article 4,335 Book / Working Paper 3,499 Other 3
Type of publication (narrower categories)
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Article in journal 3,379 Aufsatz in Zeitschrift 3,379 Working Paper 1,817 Arbeitspapier 1,699 Graue Literatur 1,682 Non-commercial literature 1,682 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 6,823 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 Urga, Giovanni 20 Belomestny, Denis 19 Bos, Charles S. 19 Chib, Siddhartha 19 Kilian, Lutz 19 Lechner, Michael 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 114 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) 6,606 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 7,631 - 7,640 of 7,837
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Tracer diffusion of dimers on correlated heterogeneous surfaces
Bulnes, F.; Bustingorry, S.; Ramirez-Pastor, A.J. - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 3, pp. 409-414
The diffusion of a single dimer adsorbed on highly correlated heterogeneous substrates is studied through Monte Carlo simulations. The topography has been characterized by patches of weak and strong adsorbing sites, arranged in a chessboard-like ordered structure. The time behavior of the...
Persistent link: https://www.econbiz.de/10010589962
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Dependence of the percolation threshold on the size of the percolating species
Cornette, V; Ramirez-Pastor, A.J; Nieto, F - In: Physica A: Statistical Mechanics and its Applications 327 (2003) 1, pp. 71-75
Site and bond percolation of k-mers of different structures and forms deposited on 2-D regular lattices is studied. In addition, the percolation threshold for percolating k-mers on a Bethe lattice is analytically obtained. By using finite-size scaling theory, the analysis of the results is...
Persistent link: https://www.econbiz.de/10010590088
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Short-time critical dynamics of the Ising model studied within the N-fold algorithm
Malakis, A.; Martinos, S.S.; Hadjiagapiou, I.A. - In: Physica A: Statistical Mechanics and its Applications 327 (2003) 3, pp. 349-356
The short-time behaviour of the critical two-dimensional Ising model is studied for the Bortz–Kalos–Lebowitz N-fold way algorithm (BKL algorithm). For square lattices of linear sizes L=110,128,140,170, and 200, we calculate the short-time critical behaviour for the BKL algorithm and also for...
Persistent link: https://www.econbiz.de/10010591498
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Methods for the Analysis of Explanatory Linear Regression Models with Missing Data Not at Random
Pastor, José Navarro - In: Quality & Quantity: International Journal of Methodology 37 (2003) 4, pp. 363-376
Persistent link: https://www.econbiz.de/10009391326
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Availability of weapon systems with multiple failures and logistic delays
Sadananda Upadhya, K.; Srinivasan, N.K. - In: International Journal of Quality & Reliability Management 20 (2003) 7, pp. 836-846
Maintaining a high level of availability of weapon systems during battles becomes important from the point of view of winning the battle. Due to attrition factors (failure due to battle damage and unreliability) and logistic delays in the repair process, maintaining the required level of...
Persistent link: https://www.econbiz.de/10014800209
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Solving Stochastic Dynamic Programming Problems Using Rules Of Thumb
Anthony A. Smith, Jr. - 1991
This paper develops a new method for constructing approximate solutions to discrete time, infinite horizon, discounted stochastic dynamic programming problems with convex choice sets. The key idea is to restrict the decision rule to belong to a parametric class of function. The agent then...
Persistent link: https://www.econbiz.de/10011940478
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Solving Stochastic Dynamic Programming Problems Using Rules Of Thumb
Anthony A. Smith, Jr. - Economics Department, Queen's University - 1991
This paper develops a new method for constructing approximate solutions to discrete time, infinite horizon, discounted stochastic dynamic programming problems with convex choice sets. The key idea is to restrict the decision rule to belong to a parametric class of function. The agent then...
Persistent link: https://www.econbiz.de/10005688328
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Inference in small cointegrated systems : some Monte Carlo results
Eitrheim, Øyvind - 1991
Persistent link: https://www.econbiz.de/10000829097
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Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind - 1991
Persistent link: https://www.econbiz.de/10000829098
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Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration
Boender, Guus; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842033
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