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Search: subject:"monte carlo simulation"
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Monte Carlo simulation
7,308
Monte-Carlo-Simulation
6,710
Theorie
2,925
Theory
2,899
Schätztheorie
1,482
Estimation theory
1,473
Simulation
1,094
Markov-Kette
1,067
Markov chain
1,066
Bayesian inference
914
Bayes-Statistik
911
Stochastischer Prozess
878
Schätzung
876
Stochastic process
872
Estimation
868
Optionspreistheorie
720
Option pricing theory
712
Zeitreihenanalyse
662
Time series analysis
657
Volatilität
633
Volatility
629
Prognoseverfahren
517
Forecasting model
515
Panel
485
Panel study
480
Sampling
405
Stichprobenerhebung
405
Regression analysis
362
Regressionsanalyse
362
Statistischer Test
362
Statistical test
353
Portfolio-Management
300
Portfolio selection
295
USA
294
United States
289
Statistische Verteilung
284
VAR-Modell
284
Statistical distribution
282
VAR model
281
Risikomanagement
280
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Free
3,099
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2,079
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137
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4,338
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3,504
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3
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3,382
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1,822
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213
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153
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55
research-article
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7
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6
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6
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5
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3
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3
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6,831
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216
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5
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3
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2
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Author
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Koopman, Siem Jan
66
Dijk, Herman K. van
64
Pesaran, M. Hashem
63
Kapetanios, George
50
Joshi, Mark S.
46
Tsionas, Efthymios G.
45
Reed, W. Robert
36
Casarin, Roberto
31
Dufour, Jean-Marie
31
McAleer, Michael
31
Ravazzolo, Francesco
27
Schorfheide, Frank
27
Westerlund, Joakim
26
Koop, Gary
23
Chiarella, Carl
22
Chudik, Alexander
22
Kleijnen, Jack P. C.
22
Pfaffermayr, Michael
22
Baltagi, Badi H.
21
Grassi, Stefano
21
Lucas, André
21
Stentoft, Lars
21
Yamagata, Takashi
21
Zhang, Xibin
21
Asai, Manabu
20
Hoogerheide, Lennart
20
Kitagawa, Toru
20
Lesage, James P.
20
Martin, Gael M.
20
Urga, Giovanni
20
Belomestny, Denis
19
Bos, Charles S.
19
Chib, Siddhartha
19
Kilian, Lutz
19
Lechner, Michael
19
Dijk, Dick van
18
Herbst, Edward P.
18
Lang, Stefan
18
Nason, James Michael
18
Schoenmakers, John
18
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National Bureau of Economic Research
43
International Monetary Fund (IMF)
32
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
22
Nationalekonomiska Institutionen, Ekonomihögskolan
13
Centre for Analytical Finance <Århus>
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Agricultural and Applied Economics Association - AAEA
9
Department of Economics, University of Victoria
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
8
Finance Discipline Group, Business School
8
HAL
8
Tinbergen Instituut
8
EconWPA
7
Institut für Schweizerisches Bankwesen <Zürich>
7
Lunds Universitet / Nationalekonomiska Institutionen
7
Queen Mary College / Department of Economics
7
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
7
European Association of Agricultural Economists - EAAE
6
Tinbergen Institute
6
Faculty of Economics, University of Cambridge
5
Institute for the Study of Labor (IZA)
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
University of Exeter / Department of Economics
5
Arbeitskreis Quantitative Steuerlehre
4
Deutsche Bundesbank
4
Econometrisch Instituut <Rotterdam>
4
Economics Department, Queen's University
4
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
University of Canterbury / Dept. of Economics and Finance
4
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
4
de Nederlandsche Bank
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
3
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
3
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
3
Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik
3
Institut für Future Energy Consumer Needs and Behavior (FCN), E.ON Energy Research Center
3
International Monetary Fund
3
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Published in...
All
Journal of econometrics
178
Discussion paper / Tinbergen Institute
114
Physica A: Statistical Mechanics and its Applications
104
Economics letters
93
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
Applied economics
56
Journal of applied econometrics
56
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
IMF Working Papers
35
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
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
International journal of production research
25
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Source
All
ECONIS (ZBW)
6,614
RePEc
863
EconStor
179
Other ZBW resources
63
USB Cologne (EcoSocSci)
62
USB Cologne (business full texts)
35
BASE
29
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31
Efficient option pricing in the rough Heston model using weak simulation schemes
Bayer, Christian
- In:
Quantitative finance
24
(
2024
)
9
,
pp. 1247-1261
Persistent link: https://www.econbiz.de/10015196883
Saved in:
32
Testing for fractional cointegration in subsamples by allowing for structural breaks
Kreye, Tom Jannik
-
2024
hypothesis, the tests converge to the supremum of a chi-squared distribution. A
Monte
Carlo
simulation
is used to evaluate the …
Persistent link: https://www.econbiz.de/10015175368
Saved in:
33
Linear regressions with combined data
D'Haultfœuille, Xavier
;
Gaillac, Christophe
;
Maurel, Arnaud
-
2024
Persistent link: https://www.econbiz.de/10015175860
Saved in:
34
A new generalized family of Weibull-exponentiated half logistic-G distribution with applications
Moakofi, Thatayaone
;
Oluyede, Broderick
;
Puoetsile, Agolame
- In:
Central European journal of economic modelling and …
16
(
2024
)
2
,
pp. 125-189
Persistent link: https://www.econbiz.de/10015326089
Saved in:
35
Trend-cycle decomposition and forecasting using Bayesian multivariate unobserved components
Jahan-Parvar, Mohammad R.
;
Knipp, Charles
;
Szerszeń, …
-
2024
Persistent link: https://www.econbiz.de/10015271311
Saved in:
36
A Dirichlet process mixture regression model for the analysis of competing risk events
Ungolo, Francesco
;
Heuvel, Edwin R. van den
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 95-113
Persistent link: https://www.econbiz.de/10015066791
Saved in:
37
Generic framework for a coherent integration of experience and exposure rating in reinsurance
Bernegger, Stefan
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 518-545
Persistent link: https://www.econbiz.de/10015154558
Saved in:
38
Fast and order-invariant inference in Bayesian VARs with nonparametric shocks
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1301-1320
Persistent link: https://www.econbiz.de/10015156859
Saved in:
39
A comparative study of factor models for different periods of the electricity spot price market
Laudagé, Christian
;
Aichinger, Florian
;
Desmettre, Sascha
- In:
Journal of commodity markets : JCM
36
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10015162606
Saved in:
40
The finite sample performance of instrumental variable-based estimators of the local average treatment effect when controlling for covariates
Bodory, Hugo
;
Huber, Martin
;
Lechner, Michael
- In:
Computational economics
64
(
2024
)
4
,
pp. 2053-2078
Persistent link: https://www.econbiz.de/10015143991
Saved in:
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