//--> //--> //-->
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"
~person:"Chaussé, Pierre"
~person:"Creal, Drew"
~person:"Lopes, Hedibert Freitas"
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
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Theorie
4
Theory
4
Bayes-Statistik
2
Bayesian inference
2
MCMC
2
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Bayes factor
1
Credit crisis
1
Dirichlet Process Mixture
1
Dynamic panel data
1
Generalized method of moments
1
Induktive Statistik
1
Kullback-Leibler
1
Method of moments
1
Momentenmethode
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Panel
1
Panel study
1
Sequential Monte Carlo
1
Sequential test
1
Sequentialtest
1
State space model
1
Statistical distribution
1
Statistical inference
1
Statistische Verteilung
1
Zustandsraummodell
1
heteroscedasticity and autocorrelation consistent
1
principal component GMM
1
realized volatility measure
1
regularized GMM
1
robust GMM
1
stochastic volatility model
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Systematic review
1
Übersichtsarbeit
1
Language
All
English
4
Author
All
Chaussé, Pierre
Creal, Drew
Lopes, Hedibert Freitas
Dufour, Jean-Marie
2
Juodis, Artūras
2
Kilian, Lutz
2
Koopman, Siem Jan
2
Liesenfeld, Roman
2
McAleer, Michael
2
Omori, Yasuhiro
2
Pesaran, M. Hashem
2
Ando, Tomohiro
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Baştürk, Nalan
1
Bel, Koen
1
Birgean, Ionel
1
Boero, Gianna
1
Bordignon, Silvano
1
Brorsen, B. Wade
1
Burda, Martin
1
Caner, Mehmet
1
Cappuccio, Nunzio
1
Chen, Chaoyi
1
Chen, Qiang
1
Chib, Siddhartha
1
Chudik, Alexander
1
Coudin, Elise
1
Coulibaly, Nouhoun
1
Daviet, Remi
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Dēmos, Antōnēs A.
1
Fok, Dennis
1
Gabriel, Vasco J.
1
Galeano, Pedro
1
Granger, C. W. J.
1
Greene, William H.
1
more ...
less ...
Published in...
All
Econometric reviews
Discussion paper / Tinbergen Institute
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
1
Tinbergen Institute Discussion Paper 08-069/4
1
Waterloo economic series : working paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
2
GMM estimation of a realized stochastic volatility model : a Monte Carlo study
Chaussé, Pierre
;
Xu, Dinghai
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 719-743
Persistent link: https://www.econbiz.de/10012040406
Saved in:
3
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
Saved in:
4
A survey of sequential Monte Carlo methods for economics and finance
Creal, Drew
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 245-296
Persistent link: https://www.econbiz.de/10009515959
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->