//--> //--> //--> //-->
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
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Zeitreihenanalyse"
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 simulation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Monte Carlo simulation
121
Monte-Carlo-Simulation
121
Theorie
49
Theory
49
Option pricing theory
36
Optionspreistheorie
36
Stochastic process
35
Stochastischer Prozess
35
Volatility
33
Volatilität
33
Markov chain
29
Markov-Kette
29
Estimation theory
26
Schätztheorie
26
Simulation
23
Bayes-Statistik
19
Bayesian inference
19
Estimation
15
Schätzung
15
Time series analysis
15
Monte Carlo
13
Statistical distribution
13
Statistical test
13
Statistische Verteilung
13
Statistischer Test
13
Markov chain Monte Carlo
11
Portfolio selection
10
Portfolio-Management
10
Derivat
9
Derivative
9
Experiment
9
Risikomaß
9
Risk measure
9
Forecasting model
8
Prognoseverfahren
8
Sampling
8
Stichprobenerhebung
8
Electric power industry
7
Elektrizitätswirtschaft
7
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Kilian, Lutz
2
Alptekin, Aynur
1
Audrino, Francesco
1
Birgean, Ionel
1
Broadstock, David C.
1
Chen, Chaoyi
1
Chen, Xiaoqi
1
Chronopoulou, Alexandra
1
Dimitrakopoulos, Stefanos
1
Granger, C. W. J.
1
Ignatieva, Ekaterina
1
Knaus, Simon D.
1
Kolossiatis, Michalis
1
Koopman, Siem Jan
1
Leccadito, Arturo
1
Lee, Tae-hwy
1
Liesenfeld, Roman
1
Mesters, G.
1
Ooms, Marius
1
Rachedi, Omar
1
Richard, Jean-François
1
Smallwood, Aaron D.
1
Spiliopoulos, Konstantinos
1
Stengos, Thanasēs
1
Sun, Yiguo
1
Urga, Giovanni
1
Wang, Dong
1
Wang, Jying-Nan
1
Wong, Patrick
1
Yeh, Jin-huei
1
Zhang, Guang
1
more ...
less ...
Published in...
All
Econometric reviews
Energy economics
Quantitative finance
Discussion paper / Tinbergen Institute
29
Journal of econometrics
17
Computational economics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
International journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of forecasting
8
Working paper
8
CAMA working paper series
7
Applied economics
6
Econometrics : open access journal
6
Economic modelling
6
Applied economics letters
5
CREATES research paper
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Journal of applied econometrics
5
The econometrics journal
5
Economics letters
4
IHS economics series : working paper
4
Journal of risk and financial management : JRFM
4
Working papers
4
Discussion paper / Centre for Economic Forecasting
3
Econometric Institute research papers
3
Essays in nonlinear time series econometrics
3
Journal of the American Statistical Association : JASA
3
Journal of time series econometrics
3
Reihe Ökonomie
3
Spanish economic review : SER
3
Tinbergen Institute research series
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Lund University
3
Working paper / Norges Bank
3
CEA_372Cass working paper series
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion papers in economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
2
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
3
Pairs trading with general state space models
Zhang, Guang
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1567-1587
Persistent link: https://www.econbiz.de/10012624158
Saved in:
4
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
5
Time-varying parameter energy demand functions : benchmarking state-space methods against rolling-regressions
Alptekin, Aynur
;
Broadstock, David C.
;
Chen, Xiaoqi
; …
- In:
Energy economics
82
(
2019
),
pp. 26-41
Persistent link: https://www.econbiz.de/10012173810
Saved in:
6
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
7
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
8
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
9
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
10
Lassoing the HAR model : a model selection perspective on realized volatility dynamics
Audrino, Francesco
;
Knaus, Simon D.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1485-1521
Persistent link: https://www.econbiz.de/10011592369
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->