EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"monte carlo method"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 2,646 Undetermined 1,644 CC license 134
Type of publication
All
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
more ... less ...
Language
All
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
more ... less ...
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
ECONIS (ZBW) 6,578 RePEc 157 USB Cologne (EcoSocSci) 59 BASE 39 EconStor 14 Other ZBW resources 6 ArchiDok 2
more ... less ...
Showing 81 - 90 of 6,855
Cover Image
On Bayesian inference of reliability parameter in Burr-type XII model based on imprecise data : a survey on fuzzy modelling
Makhdoom, Iman; Pak, Abbas - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 125-143
There are always two major sources of uncertainty in measurements related to lifetime surveys: variation among the observations and imprecision of individual observation called fuzziness. The typical statistical analysis is based on variation among the observations and does not consider the...
Persistent link: https://www.econbiz.de/10015125415
Saved in:
Cover Image
Estimation of quantiles with the exact bootstrap method
Kisielińska, Joanna - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 145-165
A problem with the estimation of quantiles occurs when the sample comes from an unknown distribution. The estimation uses the bootstrap method in the version that the literature refers to as exact. Three bootstrap estimators were used: two of them based on one order statistic, and the third on a...
Persistent link: https://www.econbiz.de/10015125417
Saved in:
Cover Image
Variance-reduced risk inference in semi-supervised settings
Einmahl, John H. J.; Peng, Liang - 2024
Persistent link: https://www.econbiz.de/10015114538
Saved in:
Cover Image
Univariate measures of persistence : a comparative analysis
Arango-Castillo, Lenin; Martínez-Ramírez, Francisco J.; … - 2024
Persistence is the speed with which a time series returns to its mean after a shock. Although several measures of persistence have been proposed in the literature, when they are empirically applied, the different measures indicate incompatible messages, as they differ both in the level and the...
Persistent link: https://www.econbiz.de/10015062366
Saved in:
Cover Image
Flexible negative binomial mixtures for credible mode inference in heterogeneous count data from finance, economics and bioinformatics
Cross, Jamie; Hoogerheide, Lennart; Labonne, Paul; … - 2024
In several scientific fields, such as finance, economics and bioinformatics, important theoretical and practical issues exist involving multimodal and asymmetric count data distributions due to heterogeneity of the underlying population. For accurate approximation of such distributions we...
Persistent link: https://www.econbiz.de/10015062977
Saved in:
Cover Image
Ensuring neonatal human milk provision : a framework for estimating potential demand for donor human milk
Staff, Marta; Mustafee, Navonil; Shenker, Natalie; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 642-655
Persistent link: https://www.econbiz.de/10015048026
Saved in:
Cover Image
Investment-consumption optimization with transaction cost and learning about return predictability
Wang, Ning; Siu, Tak Kuen - In: European journal of operational research : EJOR 318 (2024) 3, pp. 877-891
Persistent link: https://www.econbiz.de/10015048184
Saved in:
Cover Image
Bayesian CART models for insurance claims frequency
Zhang, Yaojun; Ji, Lanpeng; Aivaliotis, Georgios; … - In: Insurance : mathematics and economics 114 (2024), pp. 108-131
Persistent link: https://www.econbiz.de/10015049382
Saved in:
Cover Image
An R package for nonparametric inference on dynamic populations with infinitely many types
Ascolani, Filippo; Damato, Stefano; Ruggiero, Matteo - 2024
Persistent link: https://www.econbiz.de/10015101092
Saved in:
Cover Image
Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
Saved in:
  • First
  • Prev
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...