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Search: subject:"monte carlo method"
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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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Free
2,646
Undetermined
1,644
CC license
134
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Article
3,765
Book / Working Paper
3,070
Other
20
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Article in journal
3,351
Aufsatz in Zeitschrift
3,351
Working Paper
1,699
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1,696
Graue Literatur
1,679
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1,679
Aufsatz im Buch
213
Book section
213
Hochschulschrift
155
Thesis
125
Collection of articles written by one author
22
Conference paper
22
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22
Sammlung
22
Collection of articles of several authors
20
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20
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19
Amtsdruckschrift
16
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16
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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
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2
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English
6,473
German
183
Undetermined
174
French
13
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7
Italian
2
Portuguese
2
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1
Lithuanian
1
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1
Russian
1
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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
All
ECONIS (ZBW)
6,578
RePEc
157
USB Cologne (EcoSocSci)
59
BASE
39
EconStor
14
Other ZBW resources
6
ArchiDok
2
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431
Inflation forecasting with rolling windows : an appraisal
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 827-851
Persistent link: https://www.econbiz.de/10014554042
Saved in:
432
Dynamic spatial Durbin threshold with two-way fixed effects : model, method, and test
Wang, Xuanhui
;
Zhang, Xishu
;
Ye, Azhong
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1166-1171
Persistent link: https://www.econbiz.de/10014558760
Saved in:
433
Efficiency evaluation of very large-scale samples : data envelopment analysis with angle-index synthesis
Muren
;
Hao, Lining
;
An, Qingxian
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014559238
Saved in:
434
Threshold vector error correction model and transaction cost variation
Machado Junior, Pedro C.
;
Chung, Chanjin
;
Ng'ombe, John N.
- In:
Applied economics
56
(
2024
)
42
,
pp. 5058-5071
Persistent link: https://www.econbiz.de/10014560520
Saved in:
435
Revealing the compound interrelationships toward sustainable transition in semiconductor supply chain : a sensitivity analysis
Qiu, Hailing
;
Tseng, Shuan Wei
;
Zhang, Xuan
;
Huang, Caiyan
- In:
International journal of production economics
271
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015049844
Saved in:
436
Artificial neural networks to solve dynamic programming problems : a bias-corrected Monte Carlo operator
Pascal, Julien
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015050296
Saved in:
437
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
438
Assessing cash flow risk in microfinance institutions : a bottom-up approach and Monte Carlo simulation
Tang, Xianghua
- In:
Journal of developmental entrepreneurship : JDE
29
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015050318
Saved in:
439
Implications of the Russian invasion on the logistical competition for corn shipments from the United States and Ukraine
Wilson, William W.
;
Lakkakula, Prithviraj
;
Bullock, David W.
- In:
Journal of agricultural and resource economics : JARE ; …
49
(
2024
)
1
,
pp. 162-184
Persistent link: https://www.econbiz.de/10015052791
Saved in:
440
Causal inference under outcome-based sampling with monotonicity assumptions
Jun, Sung Jae
;
Lee, Sokbae
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 998-1009
Persistent link: https://www.econbiz.de/10015053526
Saved in:
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