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  • Search: subject:"Monte Carlo simulation."
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Year of publication
Subject
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Monte Carlo simulation 7,299 Monte-Carlo-Simulation 6,701 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 877 Schätzung 874 Stochastic process 871 Estimation 866 Optionspreistheorie 719 Option pricing theory 711 Zeitreihenanalyse 661 Time series analysis 656 Volatilität 632 Volatility 628 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 2,077 CC license 137
Type of publication
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Article 4,334 Book / Working Paper 3,499 Other 3
Type of publication (narrower categories)
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Article in journal 3,378 Aufsatz in Zeitschrift 3,378 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 6,822 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...
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) 6,605 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 7,661 - 7,670 of 7,836
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Penna model of biological aging on a lattice
Makowiec, Danuta - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 1, pp. 208-222
The Penna bit-string model of biological aging is implemented on a square lattice. Hence, there is no need to manipulate the population size by the Verhulst factor. Instead, the spatial lattice relations between neighboring individuals are considered. Mortality obtained in the lattice asexual...
Persistent link: https://www.econbiz.de/10010872338
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Statistical–mechanical description of diffusion in interacting lattice gases
Bokun, G.S.; Groda, Ya.G.; Uebing, C.; Vikhrenko, V.S. - In: Physica A: Statistical Mechanics and its Applications 296 (2001) 1, pp. 83-105
cent with Monte-Carlo simulation data. …
Persistent link: https://www.econbiz.de/10010872525
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Investigation of critical properties in the two-dimensional site-diluted Ising ferromagnet
Fulco, U.L.; Nobre, F.D.; da Silva, L.R.; Lucena, L.S. - In: Physica A: Statistical Mechanics and its Applications 297 (2001) 1, pp. 131-141
The quenched site-diluted Ising ferromagnet, with a probability p for site occupation, is studied on a square lattice. A method, based on self-organized criticality, drives the system spontaneously to the critical point, providing an efficient way to estimate critical properties for different...
Persistent link: https://www.econbiz.de/10010874551
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A comparison between different Monte Carlo models in simulation of hole transport in 4H-SiC
Nilsson, H.-E.; Bellotti, E.; Hjelm, M.; Brennan, K. - In: Mathematics and Computers in Simulation (MATCOM) 55 (2001) 1, pp. 199-208
A Monte Carlo (MC) study of the hole transport in 4H-SiC is presented using three different MC models. The three models represent different approximation levels regarding band structure and scattering formulation. The most advanced model is a completely k-vector dependent full band model while...
Persistent link: https://www.econbiz.de/10011050771
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Monte Carlo simulation of kinetic electron emission induced by MeV He+ and He++ ions incident on polycrystalline aluminium
Dubus, A; Rösler, M; Benka, O - In: Mathematics and Computers in Simulation (MATCOM) 55 (2001) 1, pp. 37-48
also considered. The subsequent electron transport and escape is calculated by means of a Monte Carlo simulation code. The …
Persistent link: https://www.econbiz.de/10011051004
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HIV time hierarchy: winning the war while, loosing all the battles
Hershberg, Uri; Louzoun, Yoram; Atlan, Henri; Solomon, Sorin - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 1, pp. 178-190
AIDS is the pandemic of our era. A disease that scares us not only because it is fatal but also because its insidious time course makes us all potential carriers long before it hands us our heads in a basket. The strange three stage dynamics of aids is also one of the major puzzles while...
Persistent link: https://www.econbiz.de/10011061354
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On the use of multicriteria classification methods: A simulation study
Doumpos, Michael; Zopounidis, Constantin - In: Fuzzy Economic Review VI (2001) 2, pp. 37-49
this purpose an extensive Monte Carlo simulation is conducted. The methods considered in this simulation include a well …
Persistent link: https://www.econbiz.de/10005000563
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Forecasting with difference-stationary and trend-stationary models
CLEMENTS, MICHAEL P.; HENDRY, DAVID F. - In: Econometrics Journal 4 (2001) 1, pp. 1-1
While there has been a great deal of interest in the modelling of non-linearities in economic time series, there is no clear consensus regarding the forecasting abilities of non-linear time-series models. We evaluate the performance of two leading non-linear models in forecasting post-war US...
Persistent link: https://www.econbiz.de/10005100069
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Estacionariedad en torno a un nivel con ruptura. Un estudio de simulación
PRESNO CASQUERO, Mª J.; LÓPEZ MENÉNDEZ, A.J. - In: Estudios de Economía Aplicada 18 (2001) Agosto, pp. 189-208
both kind of tests are considered in order to make a comparative study. Using Monte Carlo simulation a number of series are …
Persistent link: https://www.econbiz.de/10005690253
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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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