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  • Search: subject:"Monte-Carlo-Simulation"
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Year of publication
Subject
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Monte Carlo simulation 7,673 Monte-Carlo-Simulation 6,940 Theorie 3,012 Theory 2,986 Schätztheorie 1,538 Estimation theory 1,529 Simulation 1,156 Markov chain 1,106 Markov-Kette 1,106 Bayesian inference 954 Bayes-Statistik 950 Stochastischer Prozess 920 Stochastic process 914 Schätzung 909 Estimation 901 Optionspreistheorie 757 Option pricing theory 749 Zeitreihenanalyse 684 Time series analysis 679 Volatilität 664 Volatility 660 Prognoseverfahren 538 Forecasting model 536 Panel 499 Panel study 494 Sampling 414 Stichprobenerhebung 414 Statistischer Test 377 Regression analysis 374 Regressionsanalyse 374 Statistical test 368 Portfolio-Management 312 Portfolio selection 307 VAR-Modell 303 VAR model 300 USA 299 Statistische Verteilung 298 Statistical distribution 296 Risikomanagement 295 Risk management 295
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Online availability
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Free 3,292 Undetermined 2,343 CC license 186 Digitizable 1
Type of publication
All
Article 4,681 Book / Working Paper 3,551 Other 3
Subcategories
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Article in journal 4,375 Working paper 2,171 Book section 223 Proceedings 38 Case study 19 Government document 16 Textbook 15 Literature review 6 Review 2 Guidebook 1 Handbook 1 Introduction 1
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Language
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English 7,163 Undetermined 813 German 218 French 17 Spanish 14 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 67 Dijk, Herman K. van 65 Pesaran, M. Hashem 64 Kapetanios, George 51 Joshi, Mark S. 48 Tsionas, Efthymios G. 46 Reed, W. Robert 36 Dufour, Jean-Marie 35 Casarin, Roberto 31 McAleer, Michael 31 Schorfheide, Frank 28 Ravazzolo, Francesco 27 Westerlund, Joakim 27 Stentoft, Lars 24 Koop, Gary 23 Baltagi, Badi H. 22 Chiarella, Carl 22 Chudik, Alexander 22 Kleijnen, Jack P. C. 22 Lucas, André 22 Pfaffermayr, Michael 22 Grassi, Stefano 21 Hoogerheide, Lennart 21 Urga, Giovanni 21 Yamagata, Takashi 21 Zhang, Xibin 21 Asai, Manabu 20 Chib, Siddhartha 20 Kitagawa, Toru 20 Lechner, Michael 20 Lesage, James P. 20 Martin, Gael M. 20 Belomestny, Denis 19 Bos, Charles S. 19 Kilian, Lutz 19 Marcellino, Massimiliano 19 Nason, James Michael 19 Dijk, Dick van 18 Frühwirth-Schnatter, Sylvia 18 Herbst, Edward P. 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 190 Discussion paper / Tinbergen Institute 115 Physica A: Statistical Mechanics and its Applications 104 Economics letters 96 Computational economics 86 European journal of operational research : EJOR 80 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 74 Econometric reviews 73 The journal of computational finance 65 Working paper 62 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 59 Applied economics 58 CEMMAP working papers / Centre for Microdata Methods and Practice 58 Journal of applied econometrics 57 Quantitative finance 57 International journal of theoretical and applied finance 52 Studies in nonlinear dynamics and econometrics 45 Working paper / Department of Econometrics and Business Statistics, Monash University 45 Economic modelling 44 Risks : open access journal 44 The econometrics journal 43 Applied economics letters 41 Econometrics : open access journal 40 International journal of forecasting 39 Journal of economic dynamics & control 37 Energy economics 36 NBER Working Paper 36 NBER working paper series 36 Working papers 35 Insurance 34 Working paper / National Bureau of Economic Research, Inc. 34 IMF Working Papers 33 Journal of forecasting 33 Finance and stochastics 32 Journal of risk and financial management : JRFM 32 Discussion paper series 31 Operations research 30 Finance research letters 27 Série des documents de travail / Centre de Recherche en Économie et Statistique 27 Econometric theory 25
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Source
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ECONIS (ZBW) 6,845 RePEc 863 Other ZBW resources 212 EconStor 189 USB Cologne (EcoSocSci) 62 USB Cologne (business full texts) 35 BASE 29
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Showing 1 - 10 of 6,985
 
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Probabilistic long-term forecasting of solar irradiance under climate change using deep learning and Monte Carlo simulations
Saidani, Khaoula; Essaddi, Nejla; Besbes, Mongi - 2026
sensitivity. Monte Carlo simulation integration enables rigorous uncertainty quantification by providing confidence intervals for …
Persistent link: https://www.econbiz.de/10015677324
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The gap pattern coefficient : diagnosing missing-data bias in multilateral price level measurement
Auer, Ludwig von - 2026
Multilateral price indices are widely used to estimate and compare price levels across units such as time periods or regions using observed prices and quantities of individual items. Besides ensuring transitivity and reducing chain drift, these methods are often assumed to mitigate the effects...
Persistent link: https://www.econbiz.de/10016064055
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A new IV estimator of a panel VAR(p) model
Mehic, Adrian; Nordström, Marcus - 2026
We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...
Persistent link: https://www.econbiz.de/10015618071
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Teaching econometrics : a tribute to R. Carter Hill
2026
Introduction -- Teaching Applied Econometrics -- Reflections on the Teaching of Bayesian Econometrics -- Teaching Financial Econometrics to Students Converting to Finance -- Teaching Panel Data Econometrics -- The Harm that Good Teachers Do and Other Stories -- Teaching Reproducibility and...
Persistent link: https://www.econbiz.de/10015587578
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Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR
Folprecht, Marek - 2026
Persistent link: https://www.econbiz.de/10015609159
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The vehicle routing problem with time window and randomness in demands, travel, and unloading times
Pérez-Lechuga, Gilberto; Venegas-Martínez, Francisco - 2026
programming and Monte Carlo simulation under a time-window scheme. The proposed solution is compared with cutting …
Persistent link: https://www.econbiz.de/10015611767
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - 2026
Background: Rapid helicopter air ambulance (HAA) response is a cornerstone of emergency medical logistics, yet the "time-to-care" metric remains highly sensitive to uncertainties in base posture, readiness, and operational disruptions. This study evaluates how these factors jointly influence...
Persistent link: https://www.econbiz.de/10015612211
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - 2026
Article
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - 2026
service performance. Methods: A Monte Carlo simulation was developed to model the end-to-end HAA mission chain, including …
Persistent link: https://www.econbiz.de/10015611880
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Emergency medical logistics of helicopter air ambulance response-time reliability : a Monte Carlo simulation
Cline, James; Truong Dothang - 2026
Article
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MSTest: an R-package for testing Markov switching models
Rodriguez Rondon, Gabriel; Dufour, Jean-Marie - 2026 - Last updated: March 4, 2026
We present the R package MSTest, which implements hypothesis testing procedures to determine the number of regimes in Markov switching models. These models have wide ranging applications in economics, finance, and many other fields. MSTest provides several testing frameworks, including Monte...
Persistent link: https://www.econbiz.de/10015612283
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Estimation and inference for stochastic volatility models with heavy-tailed distributions
Rodriguez Rondon, Gabriel; Dufour, Jean-Marie; Ahsan, Nazmul - 2026 - Last updated: March 6, 2026
Statistical inference-both estimation and testing-for stochastic volatility (SV) models is known to be challenging and computationally demanding. We propose simple and efficient estimators for SV models with conditionally heavy-tailed error distributions, particularly the Student's t and...
Persistent link: https://www.econbiz.de/10015612285
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