//--> //--> //-->
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
~person:"Forbes, Catherine Scipione"
~person:"Shevchenko, Pavel V."
~person:"Westerlund, Joakim"
~subject:"Nonparametric statistics"
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
Nonparametric statistics
Monte Carlo simulation
45
Monte-Carlo-Simulation
44
Bayes-Statistik
18
Bayesian inference
18
Markov chain
17
Markov-Kette
17
Theorie
16
Theory
16
Cointegration
12
Kointegration
12
Stochastic process
11
Stochastischer Prozess
11
State space model
10
Volatility
10
Volatilität
10
Zustandsraummodell
10
Panel
9
Panel study
9
Estimation
8
Schätzung
8
Monte Carlo Simulation
7
Bayesian Markov chain Monte Carlo
6
Börsenkurs
6
Option pricing theory
6
Optionspreistheorie
6
Share price
6
Hawkes process
5
Risikomanagement
5
Risk management
5
Stochastic volatility
5
Dynamic price and volatility jumps
4
Financial crisis
4
Financial market
4
Finanzkrise
4
Finanzmarkt
4
Forecasting model
4
Global financial crisis
4
Nichtparametrisches Verfahren
4
Nonlinear state space model
4
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Forbes, Catherine Scipione
Shevchenko, Pavel V.
Westerlund, Joakim
Zhang, Xibin
8
Diks, Cees G. H.
5
Dufour, Jean-Marie
5
Kneib, Thomas
5
Coudin, Elise
4
King, Maxwell L.
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Nielsen, Morten Ørregaard
4
Wiesenfarth, Manuel
4
Drukker, David M.
3
Frölich, Markus
3
Gao, Jiti
3
Huber, Martin
3
Kalouptsidi, Myrto
3
Kapetanios, George
3
Kitamura, Yuichi
3
Lima, Lucas A. de
3
Nicoletti, Cheti
3
Panchenko, Valentyn
3
Parmeter, Christopher F.
3
Renault, Olivier
3
Rodrigues, Eduardo Augusto de Souza
3
Rondinelli, Concetta
3
Scaillet, Olivier
3
Shang, Han Lin
3
Birgean, Ionel
2
Bonhomme, Stéphane
2
Busch, Marie
2
Cadarso-Suarez, Carmen
2
Cheng, Tingting
2
Christensen, Bent Jesper
2
Dimitrakopoulos, Stefanos
2
Gerlach, Richard
2
Grose, Simone D.
2
Henry, Marc
2
Hisgen, Carlos Matías
2
Horowitz, Joel
2
Jeljazkov, Ivan G.
2
more ...
less ...
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Journal of econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
2
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
3
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2010
Persistent link: https://www.econbiz.de/10009009831
Saved in:
4
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->