//--> //--> //--> //-->
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:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~type_genre:"Graue Literatur"
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-Methode"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
38
Monte-Carlo-Simulation
38
Theorie
27
Theory
27
Markov chain
17
Markov-Kette
17
Estimation theory
8
Schätztheorie
8
Sampling
7
Stichprobenerhebung
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Bayes-Statistik
5
Bayesian inference
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
Mathematics
2
Mathematik
2
Simulation
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Cointegration
1
Credit rating
1
Financial economics
1
more ...
less ...
Type of publication
All
Book / Working Paper
38
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
39
Working Paper
39
Non-commercial literature
38
Amtsdruckschrift
16
Government document
16
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
38
Author
All
Robert, Christian P.
9
Chopin, Nicolas
5
Casella, George
3
Francq, Christian
3
Zakoïan, Jean-Michel
3
Bladt, Mogens
2
Coudin, Elise
2
Dufour, Jean-Marie
2
Nielsen, Morten Ørregaard
2
Rydén, Tobias
2
Stentoft, Lars
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Michael
2
Wells, Martin T.
2
Andrieu, Christophe
1
Cappé, Olivier
1
Carrasco, Marine
1
Celeux, Gilles
1
Cressie, Noel A. C.
1
Dabo-Niang, Sophie
1
Dalalyan, Arnak S.
1
Di Miscia, Orazio
1
Elie, Romuald
1
Fermanian, Jean-David
1
Grasselli, M.R.
1
Green, Peter J.
1
Guihenneuc, C.
1
Guihenneuc-Jouhaux, Chantal
1
Hong, Han
1
Horváth, Lajos
1
Hurd, T.R.
1
Hurn, Merrilee A.
1
Kaiser, Mark S.
1
Lavine, Michael
1
Lee, Jae-hyung
1
Mengersen, Kerrie
1
Mikkelsen, Peter
1
Richardson, Sylvia
1
Rousseau, Judith
1
Scaillet, Olivier
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
10
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
91
Working paper
57
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Working paper / Department of Econometrics and Business Statistics, Monash University
36
Working paper / National Bureau of Economic Research, Inc.
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
CAMA working paper series
21
Working papers
20
Econometric Institute research papers
19
Discussion paper series / IZA
18
Working paper / Department of Economics, Lund University
16
Discussion paper / Centre for Economic Policy Research
14
Discussion paper / Center for Economic Research, Tilburg University
13
IHS economics series : working paper
13
Working papers in economics and statistics
13
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
12
Working paper series / European Central Bank
12
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
12
Discussion papers / Graduate School of Economics, Hitotsubashi University
11
CESifo working papers
10
Cambridge working papers in economics
10
Discussion paper
10
Economics working paper
10
Global COE Hi-Stat discussion paper series
10
Queen's Economics Department working paper
10
Discussion papers in economics
9
IMF working paper
9
Reihe Ökonomie
9
SSE EFI working paper series in economics and finance
9
CREATES research paper
8
DNB working paper
8
GRIPS discussion papers
8
Research paper series / Swiss Finance Institute
8
SFB 649 discussion paper
8
School of Economics working papers / The University of Adelaide, School of Economics
8
Sveriges Riksbank working paper series
8
Warwick economic research papers
8
Working paper series / University of Zurich, Department of Economics
8
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Theoretical guarantees for approximate sampling from smooth and log-concave densities
Dalalyan, Arnak S.
-
2014
Persistent link: https://www.econbiz.de/10010481265
Saved in:
2
On the particle Gibbs sampler
Chopin, Nicolas
;
Singh, Sumeetpal S.
-
2013
Persistent link: https://www.econbiz.de/10010348589
Saved in:
3
Adaptive Monte Carlo on multivariate binary sampling spaces
Chopin, Nicolas
;
Schäfer, Christian
-
2010
Persistent link: https://www.econbiz.de/10009405981
Saved in:
4
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
5
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
6
Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
7
Hodges-Lehmann sign-based estimators and generalized confidence distributions in linear median regressions with moment-free heterogenous errors and dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2008
Persistent link: https://www.econbiz.de/10003871341
Saved in:
8
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
9
Efficient estimation of transition rates between credit ratings from observations at discrete time points
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286547
Saved in:
10
Local Whittle analysis of stationary fractional cointegration and the implied-realized volatility relation
Nielsen, Morten Ørregaard
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301063
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->