//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Markov chain"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"SIMULATION"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Markov chain
Simulation
20,323
Theorie
10,861
Theory
10,672
Monte Carlo simulation
6,285
Monte-Carlo-Simulation
5,667
Agent-based modeling
5,239
Agentenbasierte Modellierung
5,239
simulation
2,547
Schätztheorie
1,910
Estimation theory
1,878
Deutschland
1,315
Stochastischer Prozess
1,277
Stochastic process
1,257
Wirkungsanalyse
1,206
USA
1,175
Impact assessment
1,165
Germany
1,145
United States
1,132
Schätzung
1,094
Supply chain
1,084
Estimation
1,077
Lieferkette
1,071
Prognoseverfahren
1,015
Markov-Kette
1,002
Forecasting model
996
Mathematical programming
986
Mathematische Optimierung
986
Bayesian inference
922
Bayes-Statistik
909
Zeitreihenanalyse
854
Time series analysis
832
Optionspreistheorie
829
Option pricing theory
818
Volatilität
798
Volatility
788
EU-Staaten
722
Portfolio-Management
718
Portfolio selection
711
Scheduling-Verfahren
688
more ...
less ...
Online availability
All
Free
384
Undetermined
295
Type of publication
All
Article
575
Book / Working Paper
434
Type of publication (narrower categories)
All
Article in journal
525
Aufsatz in Zeitschrift
525
Graue Literatur
301
Non-commercial literature
301
Arbeitspapier
296
Working Paper
296
Aufsatz im Buch
33
Book section
33
Hochschulschrift
23
Thesis
19
Amtsdruckschrift
11
Government document
11
Systematic review
5
Übersichtsarbeit
5
Collection of articles written by one author
4
Forschungsbericht
4
Sammlung
4
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Aufsatzsammlung
2
Case study
1
Fallstudie
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Lehrbuch
1
Rezension
1
Textbook
1
more ...
less ...
Language
All
English
986
Undetermined
13
German
10
Author
All
Dijk, Herman K. van
20
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Koop, Gary
12
Martin, Gael M.
12
Omori, Yasuhiro
12
Kohn, Robert
11
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Chen, Cathy W. S.
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bauwens, Luc
8
Bos, Charles S.
8
Pamminger, Christoph
8
Robert, Christian P.
8
Shevchenko, Pavel V.
8
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
Lux, Thomas
7
McAleer, Michael
7
Nakajima, Jouchi
7
Dimitrakopoulos, Stefanos
6
Dufays, Arnaud
6
Fischer, Manfred M.
6
Hoogerheide, Lennart F.
6
Maneesoonthorn, Worapree
6
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
National Bureau of Economic Research
2
University of British Columbia / Finance Division
2
University of Strathclyde / Department of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Instituto Valenciano de Investigaciones Económicas
1
Massachusetts Institute of Technology / Department of Economics
1
Nationalekonomiska Institutionen <Lund>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer International Publishing
1
Springer-Verlag GmbH
1
State University of New York at Albany / Department of Economics
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Westfälische Wilhelms-Universität Münster
1
more ...
less ...
Published in...
All
Journal of econometrics
45
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
European journal of operational research : EJOR
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric reviews
13
International journal of forecasting
13
Working paper
11
Economics letters
10
Journal of forecasting
10
Energy economics
9
International journal of production research
9
Journal of the American Statistical Association : JASA
9
Quantitative finance
9
Computational economics
8
Journal of applied econometrics
8
Risks : open access journal
8
Journal of economic dynamics & control
7
Econometric Institute research papers
6
GRIPS discussion papers
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Journal of empirical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Sveriges Riksbank working paper series
6
Working papers in economics and statistics
6
Applied economics
5
Applied economics letters
5
CAMA working paper series
5
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Centre for Economic Policy Research
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
INFORMS journal on computing : JOC
5
Journal of risk and financial management : JRFM
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Finance research letters
4
more ...
less ...
Source
All
ECONIS (ZBW)
996
RePEc
13
Showing
1
-
10
of
1,009
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple stratified sampling for simulating multi-dimensional Markov chains
El Haddad, Rami
;
Lécot, Christian
;
L'Ecuyer, Pierre
-
2023
Persistent link: https://www.econbiz.de/10014483198
Saved in:
2
On the relationship between Markov switching inference and fuzzy clustering : a Monte Carlo evidence
Otranto, Edoardo
;
Scaffidi Domianello, Luca
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261239
Saved in:
3
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
4
Modeling high-frequency financial data using R and Stan : a bayesian autoregressive conditional duration approach
Tabash, Mosab I.
;
Navas, T. Muhammed
;
Thayyib, P. V.
; …
- In:
Journal of open innovation : technology, market, and …
10
(
2024
)
2
,
pp. 1-16
statistical inference, and the
simulation
uses the Hamiltonian Monte Carlo (HMC) algorithm of Markov Chain Monte Carlo (MCMC) to …
Persistent link: https://www.econbiz.de/10014581582
Saved in:
5
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
6
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
7
Multi-population mortality modelling : a Bayesian hierarchical approach
Shi, Jianjie
;
Shi, Yanlin
;
Wang, Pengjie
;
Zhu, Dan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
1
,
pp. 46-74
Persistent link: https://www.econbiz.de/10014485594
Saved in:
8
L1 regularization for high-dimensional multivariate GARCH models
Yao, Sijie
;
Zou, Hui
;
Xing, Haipeng
- In:
Risks : open access journal
12
(
2024
)
2
,
pp. 1-29
carry out
simulation
studies to show the performance of the proposed inference framework and the procedure for selecting …
Persistent link: https://www.econbiz.de/10014497339
Saved in:
9
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
10
Simulating Uncorrelated Samples Using Markov Chains Monte Carlo Through Gpu for Stochastic Volatility Models Estimation
Santos, António Alberto
-
2022
Stochastic volatility models are very flexible models able to characterize financial volatility evolution. This article explores computational capabilities based on Graphical Processing Units to simulate many Monte Carlo Markov chains in estimating stochastic volatility model parameters through...
Persistent link: https://www.econbiz.de/10013293307
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->