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Analysing DSGE models with global sensitivity analysis
Ratto, Marco - In: Computational economics 31 (2008) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10003685959
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Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
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Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der; Teng, Huei-Wen; Wang, Ren-Her - In: Computational economics 51 (2018) 4, pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
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Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen - In: Computational economics 62 (2023) 3, pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
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An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià; Cristobal-Fransi, Eduard; Vintrò, Carla; … - In: Computational economics 61 (2023) 1, pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
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A regression-based calibration method for agent-based models
Chen, Siyan; Desiderio, Saul - In: Computational economics 59 (2022) 2, pp. 687-700
Persistent link: https://www.econbiz.de/10013169034
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Systematic sensitivity analysis of the full economic impacts of sea level rise
Chatzivasileiadis, T.; Estrada, Francisco; Hofkes, Marjan W. - In: Computational economics 53 (2019) 3, pp. 1183-1217
Persistent link: https://www.econbiz.de/10012135126
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Game theoretic modeling of economic systems and the European debt crisis
Welburn, Jonathan William; Hausken, Kjell - In: Computational economics 49 (2017) 2, pp. 177-226
Persistent link: https://www.econbiz.de/10011757572
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A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar - In: Computational economics 60 (2022) 1, pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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Impact of climate variables change on the yield of wheat and rice crops in Iran (application of stochastic model based on Monte Carlo simulation)
Javadi, Akram; Ghahremanzadeh, Mohammad; Sassi, Maria; … - In: Computational economics 63 (2024) 3, pp. 983-1000
Persistent link: https://www.econbiz.de/10014546237