//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Monte Carlo simulation"
~accessRights:"restricted"
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_exact:"Bayessche Statistik"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Bayes-Statistik
2,490
Bayesian inference
2,490
Theorie
1,068
Theory
1,068
Estimation
537
Schätzung
534
Forecasting model
484
Prognoseverfahren
484
VAR model
339
VAR-Modell
339
Estimation theory
314
Schätztheorie
314
Time series analysis
265
Zeitreihenanalyse
265
Bayesian estimation
252
Markov chain
239
Markov-Kette
239
Monte-Carlo-Simulation
204
Volatilität
197
Volatility
196
Dynamic equilibrium
189
Dynamisches Gleichgewicht
189
Modellierung
172
Scientific modelling
172
Geldpolitik
162
Monetary policy
161
Stochastic process
160
Stochastischer Prozess
160
Game theory
147
Spieltheorie
147
Schock
143
Shock
143
Konjunktur
138
Business cycle
137
Regression analysis
132
Regressionsanalyse
132
USA
130
United States
130
Learning process
125
more ...
less ...
Online availability
All
Undetermined
Free
324
Type of publication
All
Article
196
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
185
Aufsatz in Zeitschrift
185
Aufsatz im Buch
7
Book section
7
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie
1
more ...
less ...
Language
All
English
204
Author
All
Tsionas, Efthymios G.
19
Li, Yong
7
Assaf, A. Georges
5
Lesage, James P.
5
Schorfheide, Frank
5
Zhang, Xibin
4
Alberini, Anna
3
Burda, Martin
3
Chen, Cathy W. S.
3
Geweke, John
3
Koopman, Siem Jan
3
Mlikota, Marko
3
Scarpa, Riccardo
3
Wang, Nianling
3
Xia, Qiang
3
Yu, Jun
3
Zhu, Yanli
3
Aruoba, S. Borağan
2
Asai, Manabu
2
Barra, István
2
Bognanni, Mark
2
Borowska, Agnieszka
2
Chan, Joshua
2
Chih, Yao-Yu
2
Damien, Paul
2
Debarsy, Nicolas
2
Del Negro, Marco
2
Dijk, Herman K. van
2
Dimitrakopoulos, Stefanos
2
Donayre, Luiggi
2
Fulop, Andras
2
Fung, Man Chung
2
Gerlach, Richard
2
Goldman, Elena
2
Han, Xiaoyi
2
Herath, Hemantha S. B.
2
Herath, Tejaswini C.
2
Herbst, Edward P.
2
Herwartz, Helmut
2
Hoogerheide, Lennart
2
more ...
less ...
Published in...
All
Journal of econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
European journal of operational research : EJOR
9
Journal of applied econometrics
9
Computational economics
7
Econometric reviews
7
International journal of forecasting
7
Economics letters
6
Energy economics
5
Insurance / Mathematics & economics
5
Astin bulletin : the journal of the International Actuarial Association
3
Discussion papers / CEPR
3
Economic modelling
3
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Regional science & urban economics
3
Tourism management : research, policies, practice
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics letters
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of marketing research
2
Journal of quantitative economics
2
Journal of time series econometrics
2
Letters in spatial and resource sciences : LSRS
2
The Economics of Non-Market Goods and Resources
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
2
African journal of business and economic research : AJBER
1
African journal of science, technology, innovation and development : AJSTID
1
Annals of financial economics
1
Asia-Pacific journal of risk and insurance : APJRI
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honour of Fabio Canova
1
more ...
less ...
Source
All
ECONIS (ZBW)
204
Showing
101
-
150
of
204
Sort
Relevance
Date (newest first)
Date (oldest first)
101
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
102
Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman
;
Vincent, Kyle
;
Tichon, Jenna G.
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012116653
Saved in:
103
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
104
Bayesian forecasting of UEFA Champions League under alternative seeding regimes
Corona, Francisco
;
Forrest, David
;
Tena, J. D.
;
Wiper, …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 722-732
Persistent link: https://www.econbiz.de/10012300721
Saved in:
105
Bayesian estimation of dynamic asset pricing models with informative observations
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 114-138
Persistent link: https://www.econbiz.de/10012302530
Saved in:
106
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Geweke, John
;
Durham, Garland
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303357
Saved in:
107
Tempered particle filtering
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 26-44
Persistent link: https://www.econbiz.de/10012303367
Saved in:
108
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
109
An alternate parpameterization for Bayesian nonparametric/semiparametric regression
Tobias, Justin L.
;
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012244166
Saved in:
110
Flexible Bayesian quantile regression in ordinal models
Rahman, Mohammad Arshad
;
Karnawat, Shubham
-
2019
Persistent link: https://www.econbiz.de/10012244181
Saved in:
111
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
Saved in:
112
A non-linear Keynesian Goodwin-type endogenous model of the cycle : Bayesian evidence for the USA
Mariolis, Theodore
;
Konstantakis, Konstantinos N.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012054874
Saved in:
113
A Markov regime switching approach to estimating the volatility of Johannesburg Stock Exchange (JSE) returns
Oseifuah, Emmanuel Kojo
;
Korkpoe, Carl H.
- In:
Investment management and financial innovations
16
(
2019
)
1
,
pp. 215-225
Persistent link: https://www.econbiz.de/10012056053
Saved in:
114
Economic scenario generator and parameter uncertainty : a bayesian approach
Bégin, Jean-François
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 335-372
Persistent link: https://www.econbiz.de/10012056594
Saved in:
115
Profit-driven corporate social responsibility as a Bayesian real option in green computing
Herath, Hemantha S. B.
;
Herath, Tejaswini C.
;
Dunn, Paul
- In:
Journal of business ethics : JOBE
158
(
2019
)
2
,
pp. 387-402
Persistent link: https://www.econbiz.de/10012058199
Saved in:
116
A Bayesian semiparametric approach to stochastic frontiers and productivity
Tsionas, Efthymios G.
;
Mallick, Sushanta Kumar
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 391-402
Persistent link: https://www.econbiz.de/10011990080
Saved in:
117
Post-audits for managing cyber security investments : Bayesian post-audit using Markov Chain Monte Carlo (MCMC) simulation
Herath, Hemantha S. B.
;
Herath, Tejaswini C.
- In:
Journal of accounting and public policy
37
(
2018
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011977467
Saved in:
118
Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
Saved in:
119
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
120
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
121
Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio
;
Migliardo, Carlo
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
Saved in:
122
Does the foreign sector help forecast domestic variables in DSGE models?
Kolasa, Marcin
;
Rubaszek, Michał
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 809-821
Persistent link: https://www.econbiz.de/10012031114
Saved in:
123
Flexible dependence modeling using convex combinations of different types of connectivity structures
Debarsy, Nicolas
;
Lesage, James P.
- In:
Regional science & urban economics
69
(
2018
),
pp. 48-68
Persistent link: https://www.econbiz.de/10012108138
Saved in:
124
A Bayesian spatial panel model with heterogeneous coefficients
Lesage, James P.
;
Chih, Yao-Yu
- In:
Regional science & urban economics
72
(
2018
),
pp. 58-73
Persistent link: https://www.econbiz.de/10012108385
Saved in:
125
The time has come : toward Bayesian SEM estimation in tourism research
Assaf, A. Georges
;
Tsionas, Efthymios G.
;
Oh, Haemoon
- In:
Tourism management : research, policies, practice
64
(
2018
),
pp. 98-109
Persistent link: https://www.econbiz.de/10011774900
Saved in:
126
A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
Tsionas, Efthymios G.
- In:
Omega : the international journal of management science
77
(
2018
),
pp. 73-79
Persistent link: https://www.econbiz.de/10011799159
Saved in:
127
Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
Saved in:
128
Stochastic claims reserving via a bayesian spline model with random loss ratio effects
Gao, Guangyuan
;
Meng, Shengwang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 55-88
Persistent link: https://www.econbiz.de/10011875578
Saved in:
129
Bayes factors vs. P-values
Assaf, A. Georges
;
Tsionas, Efthymios G.
- In:
Tourism management : research, policies, practice
67
(
2018
),
pp. 17-31
Persistent link: https://www.econbiz.de/10011841808
Saved in:
130
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
131
Bayesian inference for assessing effects of email marketing campaigns
Wu, Jiexing
;
Li, Kate J.
;
Liu, Jun S.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10011894700
Saved in:
132
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility : methods and applications
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
Saved in:
133
Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia
;
Xia, Qiang
;
Liu, Jinshan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
Saved in:
134
Bayesian nonparametric regression models for modeling and predicting healthcare claims
Richardson, Robert
;
Hartman, Brian
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011944089
Saved in:
135
Bayesian mortality forecasting with overdispersion
Wong, Jackie S. T.
;
Forster, Jonathan J.
;
Smith, Peter W. F.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 206-221
Persistent link: https://www.econbiz.de/10011944142
Saved in:
136
A comparative study of pricing approaches for longevity instruments
Leung, Melvern
;
Fung, Man Chung
;
O'Hare, Colin
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 95-116
Persistent link: https://www.econbiz.de/10011929842
Saved in:
137
Bayesian local influence analysis : with an application to stochastic frontiers
Tsionas, Efthymios G.
- In:
Economics letters
165
(
2018
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011973833
Saved in:
138
Bayesian nonparametric vector autoregressive models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 267-282
Persistent link: https://www.econbiz.de/10011974694
Saved in:
139
A Bayesian encompassing test using combined value-at-risk estimates
Tsiotas, Georgios
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 395-417
Persistent link: https://www.econbiz.de/10011906387
Saved in:
140
Mid-Price estimation for European corporate bonds : a particle filtering approach
Guéant, Olivier
;
Pu, Jiang
- In:
Market microstructure and liquidity
4
(
2018
)
1/2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012256417
Saved in:
141
A BVAR approach to the impact of policy uncertainty on international trade and investment
Dhannur, Vijaykumar
;
John, Ashwin R.
- In:
The Indian economic journal
66
(
2018
)
3/4
,
pp. 312-325
Persistent link: https://www.econbiz.de/10012390811
Saved in:
142
Parsimonious parameterization of age-period-cohort models by bayesian shrinkage
Venter, Gary
;
Şahin, Şule
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011875580
Saved in:
143
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
Saved in:
144
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
145
What's so great about the Great Moderation?
Keating, John William
;
Valcarcel, Victor J.
- In:
Journal of macroeconomics
51
(
2017
),
pp. 115-142
Persistent link: https://www.econbiz.de/10011752360
Saved in:
146
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
147
Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
148
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
149
A Bayesian methodology for systemic risk assessment in financial networks
Gandy, Axel
;
Veraart, Luitgard
- In:
Management science : journal of the Institute for …
63
(
2017
)
12
,
pp. 4428-4446
Persistent link: https://www.econbiz.de/10011785318
Saved in:
150
Bayesian estimation of a dynamic model of two-sided markets : application to the U.S. video game industry
Zhou, Yiyi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3874-3894
Persistent link: https://www.econbiz.de/10011772801
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->