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  • Search: subject:"monte carlo method"
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Year of publication
Subject
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Monte-Carlo-Simulation 6,619 Monte Carlo simulation 6,505 Theorie 2,892 Theory 2,891 Schätztheorie 1,476 Estimation theory 1,474 Simulation 1,073 Markov-Kette 1,067 Markov chain 1,066 Bayes-Statistik 916 Bayesian inference 916 Schätzung 871 Estimation 870 Stochastischer Prozess 869 Stochastic process 867 Optionspreistheorie 715 Option pricing theory 714 Zeitreihenanalyse 663 Time series analysis 659 Volatilität 630 Volatility 629 Forecasting model 513 Prognoseverfahren 513 Panel 479 Panel study 479 Sampling 405 Stichprobenerhebung 405 Regression analysis 364 Regressionsanalyse 364 Statistischer Test 356 Statistical test 352 Portfolio selection 294 Portfolio-Management 294 USA 290 United States 290 Statistical distribution 282 Statistische Verteilung 282 VAR model 281 VAR-Modell 281 Risikomanagement 271
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Online availability
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Free 2,646 Undetermined 1,644 CC license 134
Type of publication
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Article 3,765 Book / Working Paper 3,070 Other 20
Type of publication (narrower categories)
All
Article in journal 3,351 Aufsatz in Zeitschrift 3,351 Working Paper 1,699 Arbeitspapier 1,696 Graue Literatur 1,679 Non-commercial literature 1,679 Aufsatz im Buch 213 Book section 213 Hochschulschrift 155 Thesis 125 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 19 Amtsdruckschrift 16 Government document 16 Lehrbuch 15 Case study 14 Fallstudie 14 Aufsatzsammlung 13 Textbook 13 Article 11 Konferenzschrift 9 Forschungsbericht 7 Systematic review 6 Übersichtsarbeit 6 Bibliografie enthalten 5 Bibliography included 5 research-article 4 Bibliografie 3 Reprint 3 Accompanied by computer file 2 Congress Report 2 Elektronischer Datenträger als Beilage 2 Rezension 2 Conference proceedings 1 Einführung 1
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Language
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English 6,473 German 183 Undetermined 174 French 13 Spanish 7 Italian 2 Portuguese 2 Croatian 1 Lithuanian 1 Polish 1 Russian 1 Slovak 1
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Author
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Dijk, Herman K. van 64 Koopman, Siem Jan 60 Pesaran, M. Hashem 57 Kapetanios, George 50 Joshi, Mark S. 46 Tsionas, Efthymios G. 45 Reed, W. Robert 34 Casarin, Roberto 31 Dufour, Jean-Marie 31 McAleer, Michael 31 Schorfheide, Frank 29 Ravazzolo, Francesco 27 Koop, Gary 23 Kleijnen, Jack P. C. 22 Baltagi, Badi H. 21 Grassi, Stefano 21 Zhang, Xibin 21 Asai, Manabu 20 Chudik, Alexander 20 Frühwirth-Schnatter, Sylvia 20 Herbst, Edward P. 20 Hoogerheide, Lennart 20 Kitagawa, Toru 20 Lesage, James P. 20 Lucas, André 20 Martin, Gael M. 20 Stentoft, Lars 20 Chiarella, Carl 19 Chib, Siddhartha 19 Lechner, Michael 19 Yamagata, Takashi 19 Dijk, Dick van 18 Nason, James Michael 18 Urga, Giovanni 18 Kohn, Robert 17 Peters, Gareth 17 Westerlund, Joakim 17 Chan, Joshua 16 Forbes, Catherine Scipione 16 Kano, Takashi 16
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Institution
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National Bureau of Economic Research 43 Centre for Analytical Finance <Århus> 12 Ekonomiska forskningsinstitutet <Stockholm> 10 Lunds Universitet / Nationalekonomiska Institutionen 7 Queen Mary College / Department of Economics 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 USDA, ARS 5 University of Exeter / Department of Economics 5 Econometrisch Instituut <Rotterdam> 4 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 4 University of Canterbury / Dept. of Economics and Finance 4 Aarhus Universitet / Afdeling for Nationaløkonomi 3 Finance Discipline Group, Business School 3 HAL 3 International Monetary Fund (IMF) 3 National Institute of Economic and Social Research 3 Scottish Institute for Research in Economics (SIRE) 3 University of Warwick / Department of Economics 3 Uniwersytet Warszawski / Wydział Nauk Ekonomicznych 3 Center for Economic Research <Tilburg> 2 Department of Economics, Adam Smith Business School 2 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 2 EconWPA 2 European University Institute / Department of Law 2 Instituto Valenciano de Investigaciones Económicas 2 International Monetary Fund 2 Judge Institute of Management Studies 2 Københavns Universitet / Økonomisk Institut 2 Nuclear Energy Agency 2 Národná Banka Slovenska 2 University of British Columbia / Finance Division 2 University of Strathclyde / Department of Economics 2 Université de Montréal / Département de sciences économiques 2 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 2 Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes-Kepler-Universität Linz 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Books on Demand GmbH <Norderstedt> 1 Business School, University of Sydney 1 Carleton University / Department of Economics 1
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Published in...
All
Journal of econometrics 178 Discussion paper / Tinbergen Institute 114 Economics letters 92 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 Journal of applied econometrics 56 Applied economics 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 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 Mathematics and Computers in Simulation (MATCOM) 28 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 Physica A: Statistical Mechanics and its Applications 25 CAMA working paper series 24
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Source
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ECONIS (ZBW) 6,578 RePEc 157 USB Cologne (EcoSocSci) 59 BASE 39 EconStor 14 Other ZBW resources 6 ArchiDok 2
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Showing 131 - 140 of 6,855
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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Asymmetric stable stochastic volatility models : estimation, filtering, and forecasting
Blasques, Francisco; Koopman, Siem Jan; Moussa, Karim - 2023
estimate the static parameters, and the extremum Monte Carlo method to extract latent volatility. Both methods can be easily …
Persistent link: https://www.econbiz.de/10014433826
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The Federal Reserve's implicit inflation target and macroeconomic dynamics : an svar analysis
Mumtaz, Haroon; Theodoridis, Konstantinos - In: International economic review 64 (2023) 4, pp. 1749-1775
Persistent link: https://www.econbiz.de/10014436864
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Distributed least-squares Monte Carlo for American option pricing
Xiong, Lu; Luo, Jiyao; Vise, Hanna; White, Madison - In: Risks : open access journal 11 (2023) 8, pp. 1-16
Option pricing is an important research field in financial markets, and the American option is a common financial derivative. Fast and accurate pricing solutions are critical to the stability and development of the market. Computational techniques, especially the least squares Monte Carlo (LSMC)...
Persistent link: https://www.econbiz.de/10014370419
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Anticipating extreme losses using score-driven shape filters
Ayala, Astrid; Blazsek, Szabolcs; Escribano, Álvaro - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 4, pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
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Techno-economic and risk assessment of small-scale lng distribution for replacing diesel fuel in Nusa Tenggara Region
Sommeng, Andy Noorsaman; Usman; Kurnianto, Jonathan - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 4, pp. 356-364
Persistent link: https://www.econbiz.de/10014373452
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Testing the robustness of a structural model for discerning use and non-use values of ecosystem services
Kim, Hyunjung; Lupi, Frank - In: Agricultural and resource economics review : ARER 52 (2023) 2, pp. 406-421
Persistent link: https://www.econbiz.de/10015188385
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Identification and inference under narrative restrictions
Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - 2023
Persistent link: https://www.econbiz.de/10015066097
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Stock price prediction of the largest automotive competitors based on the Monte Carlo method
Novićević Čečević, Bojana; Antić, Ljilja; … - In: Ekonomske teme 61 (2023) 3, pp. 419-441
The transition to electric vehicles would be a great improvement for the population. On the other hand, this transition will make a great pressure for companies in the automotive industry, since they would have to develop such vehicles and make them better than traditional ones. Moreover, the...
Persistent link: https://www.econbiz.de/10014490426
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Model-free analysis of real option exercise probability and timing
Kang, Sang Baum; Létourneau, Pascal - In: Quantitative finance 23 (2023) 10, pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
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