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type_genre:"Hochschulschrift"
~person:"Becherer, Dirk"
~person:"Bos, Charles S."
~person:"Dankenbring, Henning"
~person:"Gotzel, Christian"
~person:"Hegewald, Sabine"
~person:"Javaheri, Alireza"
~person:"Kleijnen, Jack P. C."
~person:"Kläver, Hendrik"
~person:"Scheunpflug, Isa"
~person:"Schröder, Michael"
~subject:"Aggregation"
~subject:"Analysis"
~subject:"Credit risk"
~subject:"Deutschland"
~subject:"Financial market"
~subject:"Theorie"
~type:"book"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"Stochastisches Modell"
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Aggregation
Analysis
Credit risk
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Stochastic process
44
Stochastischer Prozess
44
Theory
36
Volatilität
19
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18
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17
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17
Simulation
11
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10
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9
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stochastic volatility
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Becherer, Dirk
Bos, Charles S.
Dankenbring, Henning
Gotzel, Christian
Hegewald, Sabine
Javaheri, Alireza
Kleijnen, Jack P. C.
Kläver, Hendrik
Scheunpflug, Isa
Schröder, Michael
Koopman, Siem Jan
27
Phillips, Peter C. B.
27
Küchler, Uwe
19
Kohlmann, Michael
18
Platen, Eckhard
17
Chiarella, Carl
16
Härdle, Wolfgang
15
Barndorff-Nielsen, Ole E.
14
Gil-Alaña, Luis A.
14
Shephard, Neil G.
14
Yu, Jun
14
Lux, Thomas
13
Linton, Oliver
12
Lucas, André
12
McAleer, Michael
12
Takahashi, Akihiko
12
Alvarez, Luis H. R.
10
Clark, Todd E.
10
Kilian, Lutz
10
Koskela, Erkki
10
Marcellino, Massimiliano
10
Mumtaz, Haroon
10
Podolskij, Mark
10
Föllmer, Hans
9
Gao, Jiti
9
Inderfurth, Karl
9
Lüders, Erik
9
Andersen, Torben
8
Evstigneev, Igor V.
8
Martin, Gael M.
8
Robinson, Peter M.
8
Taylor, Robert
8
Whang, Yoon-jae
8
Wälde, Klaus
8
Carriero, Andrea
7
Hafner, Christian M.
7
Lieberman, Offer
7
Liesenfeld, Roman
7
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Center for Economic Research <Tilburg>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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13
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
37
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1
Optimization of system dynamics models : a novel methodology
Angün, Mevlüde Ebru
;
Kleijnen, Jack P. C.
;
Smits, …
-
2023
Persistent link: https://www.econbiz.de/10014439377
Saved in:
2
Statistical tests for cross-validation of Kriging models
Kleijnen, Jack P. C.
;
Beers, Wim C. M. van
-
2019
Persistent link: https://www.econbiz.de/10012010856
Saved in:
3
Prediction for big data through Kriging : small sequential and one-shot designs
Kleijnen, Jack P. C.
;
Beers, Wim C. M. van
-
2018
Persistent link: https://www.econbiz.de/10011872235
Saved in:
4
Design and analysis of simulation experiments : tutorial
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011643247
Saved in:
5
Kriging : methods and applications
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011751019
Saved in:
6
Efficient global optimization for black-box simulation via sequential intrinsic Kriging
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349886
Saved in:
7
Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2015
-
Revised version of CentER Discussion Paper No. 2014-054
Persistent link: https://www.econbiz.de/10011349910
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8
Stochastic intrinsic kriging for simulation metamodelling
Mehdad, Ehsan
;
Kleijnen, Jack P. C.
-
2014
Persistent link: https://www.econbiz.de/10011283893
Saved in:
9
Multivariate versus univariate Kriging metamodels for multi-response simulation models
Kleijnen, Jack P. C.
;
Mehdad, Ehsan
-
2014
-
Revision of 2012-039
Persistent link: https://www.econbiz.de/10010387883
Saved in:
10
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C.
-
2013
-
Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
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