//--> //--> //--> //-->
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
~subject:"Monte-Carlo-Simulation"
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:"Filters"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Filters
37
Zeitreihenanalyse
37
Time series analysis
36
Theorie
31
Theory
30
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
filters
18
Konjunktur
17
Particle filters
17
Bayesian inference
16
Estimation
16
Schätzung
16
Bayes-Statistik
15
Business cycle
15
State space model
15
Zustandsraummodell
15
Forecasting model
14
Particle Filters
14
Prognoseverfahren
14
business cycles
14
DSGE models
13
particle filters
13
Estimation theory
11
Schätztheorie
11
Monte Carlo simulation
10
Business cycles
9
stochastic volatility
9
Band-pass filters
8
EU-Staaten
7
Markov chain
7
Structural estimation
7
output gap
7
Börsenkurs
6
EU countries
6
Markov-Kette
6
Share price
6
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
8
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Working Paper
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
11
Author
All
León-González, Roberto
2
Fičura, Milan
1
Fulop, Andras
1
Heng, Jeremy
1
Huang, Jing-Zhi
1
Huang, Zhijian
1
Kavli, Haakon
1
Kim, Jaeho
1
Kohn, Robert
1
Kotzé, Kevin
1
Lee, Sunhyung
1
Leon-Gonzalez, Roberto
1
Li, Junye
1
Liu, Hening
1
Lombardi, Marco J.
1
Scharth, Marcel
1
Sgherri, Silvia
1
Witzany, Jiří
1
Xu, Li
1
Xu, Wen
1
more ...
less ...
Published in...
All
GRIPS discussion papers
2
Journal of econometrics
2
ECB Working Paper
1
Econometric reviews
1
Econometrics : open access journal
1
Finance a úvěr
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The South African journal of economics
1
The quarterly journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
EconStor
1
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
2
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
3
Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi
;
Huang, Zhijian
;
Xu, Li
- In:
The quarterly journal of finance
11
(
2021
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
Saved in:
4
Estimation of dynamic panel data models with stochastic volatility using particle
filters
Xu, Wen
- In:
Econometrics : open access journal
4
(
2016
)
4
,
pp. 1-13
likelihood obtained via Rao-Blackwellized particle
filters
. Monte Carlo studies reveal the good and stable performance of our …
Persistent link: https://www.econbiz.de/10011650493
Saved in:
5
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
6
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 899-920
Persistent link: https://www.econbiz.de/10012181373
Saved in:
7
Sequential gibbs particle filter algorithm with applications to stochastic volatility and jumps estimation
Witzany, Jiří
;
Fičura, Milan
- In:
Finance a úvěr
69
(
2019
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10012170648
Saved in:
8
An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho
;
Lee, Sunhyung
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
Saved in:
9
Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
Saved in:
10
Spillovers in exchange rates and the effects of global shocks on emerging market currencies
Kavli, Haakon
;
Kotzé, Kevin
- In:
The South African journal of economics
82
(
2014
)
2
,
pp. 209-238
Persistent link: https://www.econbiz.de/10010501387
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->