//--> //--> //-->
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:"Volatilität"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Financial crisis"
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:"Monte-Carlo-Verfahren"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Financial crisis
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Option pricing theory
5
Optionspreistheorie
5
Theorie
4
Theory
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Derivat
2
Derivative
2
Exchange rate
2
Finanzkrise
2
Risikomaß
2
Risk measure
2
Wechselkurs
2
1996-1998
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Agrarversicherung
1
Agricultural insurance
1
Analysis
1
Asia
1
Asien
1
Asymmetric effect
1
Asymptotic expansion
1
BSDE
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Branching diffusion
1
Capital income
1
Currency crisis
1
Estimation
1
Estimation theory
1
FBSDE
1
Factor model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Lee, Jinsoo
1
Morimoto, Takayuki
1
Nakatsuma, Teruo
1
Nishimura, Kiyohiko G.
1
Nugroho, Didit B.
1
Sato, Seisho
1
Takahashi, Akihiko
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Journal of econometrics
18
Discussion paper / Tinbergen Institute
16
Econometric reviews
14
Quantitative finance
12
International journal of theoretical and applied finance
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
The journal of computational finance
10
Computational economics
9
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Energy economics
7
Finance research letters
7
Journal of empirical finance
7
The journal of futures markets
7
CAMA working paper series
6
Economic modelling
6
International journal of forecasting
6
Econometric Institute research papers
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied economics
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
GRIPS discussion papers
4
Journal of applied econometrics
4
Journal of banking & finance
4
Economics letters
3
Finance and stochastics
3
International journal of financial engineering
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Risks : open access journal
3
Swiss Finance Institute Research Paper
3
The North American journal of economics and finance : a journal of financial economics studies
3
The econometrics journal
3
Tinbergen Institute research series
3
Working paper
3
Annals of finance
2
Applied mathematical finance
2
BIS working papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
2
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
3
Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
Saved in:
4
Change in volatility in the won US dollar daily exchange rate : stochastic volatility model
Lee, Jinsoo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001506579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->