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Monte Carlo simulation
66
Monte-Carlo-Simulation
66
Bayes-Statistik
38
Bayesian inference
38
Theorie
38
Theory
38
Estimation theory
27
Schätztheorie
27
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23
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18
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Monte Carlo simulations
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Villani, Giovanni
4
Boubaker, Heni
3
Kim, Junseok
3
Li, Yong
3
Wang, Xiaoqun
3
Xia, Qiang
3
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Kim, Sangkwon
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Kumar, Sumit
2
Kundu, Arindam
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2
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2
Shukur, Ghazi
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2
Xiang, Ju
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Aloy, Marcel
1
Asai, Manabu
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Bai, Yizhou
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Computational economics
Physica A: Statistical Mechanics and its Applications
348
Journal of econometrics
282
Discussion paper / Tinbergen Institute
204
Working paper
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Mathematics and Computers in Simulation (MATCOM)
144
European journal of operational research : EJOR
142
International journal of forecasting
140
Economics letters
133
Journal of applied econometrics
121
Economic modelling
118
Econometric reviews
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
Journal of economic dynamics & control
102
Applied economics
99
MPRA Paper
98
Journal of the American Statistical Association : JASA
89
Working paper series / European Central Bank
82
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81
NBER working paper series
81
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Tinbergen Institute Discussion Paper
77
Working Paper
76
Working paper / National Bureau of Economic Research, Inc.
76
Management science : journal of the Institute for Operations Research and the Management Sciences
75
Journal of forecasting
74
CEMMAP working papers / Centre for Microdata Methods and Practice
73
NBER Working Paper
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
International journal of production research
72
Discussion papers / CEPR
71
Working papers
71
Computational Statistics & Data Analysis
70
CESifo working papers
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IMF Working Papers
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
96
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
3
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
4
Quasi-
Monte
Carlo
-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
5
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
6
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
7
Bayesian estimation of agent-based models via adaptive particle Markov chain
Monte
Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
8
Impact of climate variables change on the yield of wheat and rice crops in Iran (application of stochastic model based on
Monte
Carlo
simulation)
Javadi, Akram
;
Ghahremanzadeh, Mohammad
;
Sassi, Maria
; …
- In:
Computational economics
63
(
2024
)
3
,
pp. 983-1000
Persistent link: https://www.econbiz.de/10014546237
Saved in:
9
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
10
A practical
Monte
Carlo
method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
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