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  • Search: subject:"Monte Carlo simulations"
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Year of publication
Subject
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Monte Carlo simulations 354 Monte Carlo simulation 93 Monte-Carlo-Simulation 93 Monte Carlo Simulations 52 Theorie 42 monte carlo simulations 40 Theory 37 Simulation 34 correlation 33 equation 33 statistics 33 Monte-Carlo simulations 31 samples 31 equations 29 Schätztheorie 28 time series 28 Estimation theory 27 econometrics 26 Economic models 23 probability 23 standard deviation 23 covariance 22 statistic 21 correlations 19 normal distribution 19 standard errors 18 survey 18 sample size 17 prediction 16 cointegration 15 forecasting 15 logarithm 15 standard deviations 15 Panel 12 Population dynamics 12 bootstrap 12 confidence intervals 12 probabilities 12 Option pricing theory 11 Optionspreistheorie 11
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Online availability
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Free 247 Undetermined 217
Type of publication
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Article 266 Book / Working Paper 233 Other 2
Type of publication (narrower categories)
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Article in journal 84 Aufsatz in Zeitschrift 84 Working Paper 47 Graue Literatur 20 Non-commercial literature 20 Arbeitspapier 17 Article 6 Thesis 3 Conference paper 2 Hochschulschrift 2 Konferenzbeitrag 2 research-article 2 Conference Paper 1 Research Report 1
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Language
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Undetermined 264 English 233 Spanish 2 Old English (ca. 450-1100) 1 German 1
Author
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Guegan, Dominique 14 Shin, Yongcheol 13 Kapetanios, George 11 Pȩkalski, Andrzej 11 Shukur, Ghazi 8 Månsson, Kristofer 7 Ramirez-Pastor, A.J. 7 Halkos, George 6 Kevork, Ilias 6 Kukenova, Madina 6 Fagiolo, Giorgio 5 Gil-Alaña, Luis A. 5 Leroux, Justin 5 Reed, W. Robert 5 Szwabiński, Janusz 5 Addo, Peter Martey 4 Billio, Monica 4 Boufateh, Talel 4 Chen, Min 4 De Luca, Giuseppe 4 Droz, Michel 4 Eklund, Bruno 4 Hamisultane, Hélène 4 Issaoui, Fakhri 4 Lu, Zhiping 4 Magnus, Jan R. 4 Mirestean, Alin 4 Mitchell, James 4 Nieto, F. 4 Norkute, Milda 4 Peracchi, Franco 4 Pękalski, Andrzej 4 Rosas, Francisco 4 Aldao, C.M. 3 Baroni, Michel 3 Barthélémy, Fabrice 3 Carayol, Nicolas 3 Dosi, Giovanni 3 Feicht, Robert 3 Hassani, Bertrand 3
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Institution
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International Monetary Fund (IMF) 37 HAL 17 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 17 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 6 Agricultural and Applied Economics Association - AAEA 5 Handelns Utredningsinstitut (HUI Research) 4 Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) 3 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 International Monetary Fund 3 School of Economics, University of Edinburgh 3 Université Paris-Dauphine (Paris IX) 3 Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 ESSEC Business School 2 Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales) 2 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 2 Nationalekonomiska Institutionen, Ekonomihögskolan 2 School of Economics and Finance, Queen Mary 2 Society for Computational Economics - SCE 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 University of Bonn, Germany 2 de Nederlandsche Bank 2 Banca d'Italia 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 CESifo 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Policy Research, Maxwell School 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Centro de Estudios Andaluces, Government of Andalusia 1 Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan 1 Christian-Albrechts-Universität zu Kiel 1 College of Business, University of Texas-San Antonio 1 Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona 1 Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro 1 Department of Agricultural, Food and Resource Economics, Michigan State University 1 Department of Economics and Finance, College of Business and Economics 1 Department of Economics, Leicester University 1 Department of Economics, National University of Ireland 1 Dipartimento di Ingegneria Gestionale, Università degli Studi di Bergamo 1 Dipartimento di Scienze Economiche, Facoltà di Economia 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 98 IMF Working Papers 36 MPRA Paper 17 Post-Print / HAL 11 Computational economics 6 Documents de travail du Centre d'Economie de la Sorbonne 6 Mathematics and Computers in Simulation (MATCOM) 6 Working Papers / HAL 6 Journal of Applied Statistics 5 SSE/EFI Working Paper Series in Economics and Finance 5 Applied economics 4 Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics 4 Economics Bulletin 4 HUI Working Papers 4 Surface Review and Letters (SRL) 4 Working Paper 4 Cahiers de recherche 3 Computational Statistics & Data Analysis 3 ESE Discussion Papers 3 Economics Papers from University Paris Dauphine 3 Economics letters 3 European journal of operational research : EJOR 3 International Journal for Re-Views in Empirical Economics (IREE) 3 International Journal for Re-Views in Empirical Economics : IREE 3 Statistical Papers / Springer 3 Working Paper Series in Economics and Institutions of Innovation 3 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 2 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 2 AStA Advances in Statistical Analysis 2 Advances in Complex Systems (ACS) 2 Annals of the Institute of Statistical Mathematics 2 Applied Mathematical Finance 2 CESifo Working Paper 2 CIRANO Working Papers 2 Computing in Economics and Finance 2003 2 DNB Working Papers 2 Discussion Paper Serie B 2 EERI Research Paper Series 2 ESSEC Working Papers 2 Econometric Reviews 2
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Source
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RePEc 349 ECONIS (ZBW) 105 EconStor 38 BASE 6 Other ZBW resources 3
Showing 1 - 10 of 501
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Exponential time trends in a fractional integration model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Econometrics : open access journal 12 (2024) 2, pp. 1-14
Carlo simulations show that it performs well in finite samples. Three empirical examples confirm that the suggested … than the standard methods, which allow for only linear trends.. Its limiting distribution is standard normal, and Monte …
Persistent link: https://www.econbiz.de/10014636409
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Optimising portfolio risk by involving crypto assets in a volatile macroeconomic environment
Bányai, Attila; Tatay, Tibor; Thalmeiner, Gergő; … - In: Risks : open access journal 12 (2024) 4, pp. 1-21
, using Monte Carlo simulations. The study database includes exchange rate data for two consecutive years. When selecting the …
Persistent link: https://www.econbiz.de/10014636496
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Univariate measures of persistence : a comparative analysis
Arango-Castillo, Lenin; Martínez-Ramírez, Francisco J.; … - 2024
compare them in a univariate time series framework using Monte Carlo simulations. We consider nonparametric, semiparametric …
Persistent link: https://www.econbiz.de/10015062366
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Evaluating the Discrete Choice and BN Methods to Estimate Labor Supply Functions
Blomquist, Sören - 2023
properties. In this paper Monte Carlo simulations are used to evaluate two different methods to estimate labor supply functions …
Persistent link: https://www.econbiz.de/10014469584
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Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - In: Computational economics 61 (2023) 4, pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
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A new quadratic asymmetric error correction model : does size matter?
Mnasri, Ayman; Mrabet, Zouhair; Alsamara, Mouyad - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10014329034
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Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.; Siu, Tak Kuen - In: The journal of futures markets 43 (2023) 7, pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
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Difference-in-difference design with repeated cross-sections under compositional changes : a Monte-Carlo evaluation of alternative approaches
Manfè, Tommaso; Nunziata, Luca - 2023
Persistent link: https://www.econbiz.de/10014320048
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Evaluating the discrete choice and BN methods to estimate labor supply functions
Blomquist, Nils Sören - 2023
properties. In this paper Monte Carlo simulations are used to evaluate two different methods to estimate labor supply functions …
Persistent link: https://www.econbiz.de/10014444063
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CRISPR rice vs conventional rice dilemma of a Chinese farmer
Jin, Yan; Drabik, Dušan - In: The Australian journal of agricultural and resource … 66 (2022) 2, pp. 424-446
Persistent link: https://www.econbiz.de/10013184191
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