Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"importance sampling."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
importance sampling
197
Importance sampling
147
Stichprobenerhebung
114
Sampling
113
Monte Carlo simulation
104
Theorie
93
Monte-Carlo-Simulation
89
Theory
68
Stochastischer Prozess
59
Bayesian inference
58
Stochastic process
52
Simulation
51
Schätztheorie
41
Statistische Verteilung
41
Importance Sampling
40
Bayes-Statistik
39
Estimation theory
39
Maximum likelihood estimation
37
Maximum-Likelihood-Schätzung
35
Markov chain Monte Carlo
33
Statistical distribution
30
Risikomaß
29
Option pricing theory
27
Optionspreistheorie
27
Risk measure
27
Volatilität
27
Prognoseverfahren
26
Zustandsraummodell
26
Stochastic volatility
25
Zeitreihenanalyse
25
Markov chain
23
Markov-Kette
23
Risikomanagement
23
Schätzung
23
Volatility
23
Algorithmus
22
Risk management
22
Metropolis-Hastings algorithm
21
Forecasting model
20
State space model
20
more ...
less ...
Online availability
All
Free
292
Undetermined
138
CC license
8
Type of publication
All
Book / Working Paper
286
Article
183
Other
2
Type of publication (narrower categories)
All
Working Paper
121
Article in journal
79
Aufsatz in Zeitschrift
79
Graue Literatur
57
Non-commercial literature
57
Arbeitspapier
55
Article
7
Hochschulschrift
4
Thesis
3
research-article
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
250
Undetermined
220
French
1
Author
All
Koopman, Siem Jan
68
Hoogerheide, Lennart
46
Dijk, Herman K. van
32
Liesenfeld, Roman
23
van Dijk, Herman K.
22
Ardia, David
20
Lucas, André
20
Richard, Jean-François
17
Opschoor, Anne
16
Basturk, Nalan
13
Mesters, Geert
12
Ridder, Ad
12
Hoogerheide, Lennart F.
11
Grassi, Stefano
10
Asai, Manabu
9
Marin, Jean-Michel
9
McAleer, Michael
9
Robert, Christian P.
9
Scharth, Marcel
9
Boots, Nam Kyoo
8
Bos, Charles S.
8
Lit, Rutger
8
Ooms, Marius
8
Borowska, Agnieszka
7
Dijk, H.K. van
7
Koopman, S.J.
7
Lucas, Andre
7
Moura, Guilherme V.
7
Paap, Richard
7
Shahabuddin, Perwez
7
Bos, C.S.
6
Dharmarajan, Hariharan
6
Kleppe, Tore Selland
6
Mandjes, Michel
6
Yu, Jun
6
DeJong, David Neil
5
Dufays, Arnaud
5
Hautsch, Nikolaus
5
Aßmann, Christian
4
Banachewicz, Konrad
4
more ...
less ...
Institution
All
Tinbergen Instituut
33
Tinbergen Institute
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
10
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Erasmus University Rotterdam, Econometric Institute
7
Université Paris-Dauphine (Paris IX)
6
HAL
4
School of Economics, Singapore Management University
4
Society for Computational Economics - SCE
4
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Université Paris-Dauphine
3
Departamento de Economía, Universidad Carlos III de Madrid
2
Departement für Quantitative Wirtschaftsforschung, Faculté des sciences économiques et sociales - Wirtschafts- und Sozialwissenschaftliche Fakultät
2
Department of Economics and Finance, College of Business and Economics
2
Department of Economics, Oxford University
2
Dipartimento di Economia e Management, Università degli Studi di Trento
2
EconWPA
2
Institute of Economic Research, Kyoto University
2
Tilburg University, Center for Economic Research
2
Bamberg Economic Research Group on Government and Growth (BERG), Volkswirtschaftslehre
1
Center for Financial Studies
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Cowles Foundation for Research in Economics, Yale University
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, Rutgers University-New Brunswick
1
Department of Economics, University of Warwick
1
Deutsche Bundesbank
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Duke University, Department of Economics
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
International Institute of Social and Economic Sciences
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
School of Economics and Management, University of Aarhus
1
more ...
less ...
Published in...
All
Tinbergen Institute Discussion Papers
52
Tinbergen Institute Discussion Paper
39
Discussion paper / Tinbergen Institute
38
Computational Statistics & Data Analysis
18
Econometric Institute Research Papers
10
Economics Working Paper
10
Economics Working Papers / Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
10
MPRA Paper
9
Management Science
9
Econometric Institute Report
7
Economics Papers from University Paris Dauphine
6
Annals of the Institute of Statistical Mathematics
5
Econometric reviews
5
Journal of Econometrics
5
Risks : open access journal
5
Computational Statistics
4
Econometrics
4
Insurance / Mathematics & economics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Operations research
4
Working Paper
4
Working Papers / School of Economics, Singapore Management University
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
CORE Discussion Papers
3
Computational economics
3
Econometric Reviews
3
European journal of operational research : EJOR
3
International journal of theoretical and applied finance
3
Journal of econometrics
3
Open Access publications from Université Paris-Dauphine
3
Psychometrika
3
Risks
3
Statistical Applications in Genetics and Molecular Biology
3
Statistics & Probability Letters
3
The journal of computational finance
3
Bozen economics & management paper series : BEMPS
2
CoFE Discussion Paper
2
Computational Management Science
2
Computing in Economics and Finance 2002
2
DQE Working Papers
2
more ...
less ...
Source
All
RePEc
250
ECONIS (ZBW)
140
EconStor
73
BASE
5
Other ZBW resources
3
Showing
11
-
20
of
471
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Computing bayes : from then 'til now
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2022
Persistent link: https://www.econbiz.de/10013494406
Saved in:
12
Variance reduction for risk measures with
importance
sampling
in nested simulation
Xing, Yue
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 657-673
Persistent link: https://www.econbiz.de/10013367849
Saved in:
13
Conditional density forecasting : a tempered
importance
sampling
approach
Montes-Galdón, Carlos
;
Paredes, Joan
;
Wolf, Elias
-
2022
proposed algorithm, which is based on tempered
importance
sampling
, adapts the model-based density forecasts to target …
Persistent link: https://www.econbiz.de/10013463266
Saved in:
14
Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
;
Xu, Ziqing
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 132-150
Persistent link: https://www.econbiz.de/10015066737
Saved in:
15
Adaptive
importance
sampling
for efficient stochastic root finding and quantile estimation
He, Shengyi
;
Jiang, Guangxin
;
Lam, Henry
;
Fu, Michael
- In:
Operations research
72
(
2024
)
6
,
pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
Saved in:
16
Monte Carlo estimation of CoVaR
Huang, Weihuan
;
Lin, Nifei
;
Hong, L. Jeff
- In:
Operations research
72
(
2024
)
6
,
pp. 2337-2357
Persistent link: https://www.econbiz.de/10015371407
Saved in:
17
Monte Carlo methods for economic capital
Li, Yajuan
;
Kaplan, Zachary T.
;
Nakayama, Marvin K.
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
1
,
pp. 266-284
Persistent link: https://www.econbiz.de/10014474920
Saved in:
18
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
19
A hybrid nonparametric multivariate density estimator with applications to risk management
Lin, Juan
;
Wu, Ximing
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 301-318
Persistent link: https://www.econbiz.de/10014551523
Saved in:
20
Overconservativeness of variance-based efficiency criteria and probabilistic efficiency in rare-event simulation
Bai, Yuanlu
;
Huang, Zhiyuan
;
Lam, Henry
;
Zhao, Ding
- In:
Management science : journal of the Institute for …
70
(
2024
)
10
,
pp. 6852-6873
Persistent link: https://www.econbiz.de/10015142173
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
