Modell überführt werden. Anders als beim klassischen DCF-Modell werden im Rahmen der Monte-Carlo Simulation als …. Dennoch unterliegt auch die Monte-Carlo Simulation einigen Limitationen, die in der praxisorientierten Unternehmensbewertung … Weiterverarbeitung in der Monte-Carlo Simulation zugänglich gemacht werden können.Schließlich erfordert die anwendungsorientierte …

, insbesondere der Zeitreihenanalyse liegt. Das Konzept besteht darin, sämtliche wiederkehrenden Aufgaben mit Hilfe von Java …

modeling in ToolKit until the TPP standard is met. Increased wholesale market price volatility and six years of drought have … receiving those funds is greater. In addition to market price volatility, BPA also faces uncertainty around the financial …

factor model with that of the heavy tailed univariate stochastic volatility model. A unified analysis of the model, and its … is scalable in terms of series and factors and simulation-efficient. Methods for estimating the log-likelihood function …. (2006). 'Analysis of high dimensional multivariate stochastic volatility models', Journal of Econometrics, 134(2), 341 …

This paper empirically examines the impact of oil price levels and volatility on key macroeconomic indicators of … Indonesia. In particular, two measures of volatility – historical volatility and realized volatility – are utilized and compared … for their different macroeconomic impacts. The relationships between oil price levels, the two volatility measurements …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

for invested capital. By using the model of the European electricity market and the market simulation tool which are both …

. Darauf aufbauend werden die Investitionserfolge und die dazugehörigen Eintrittswahrscheinlichkeiten mit der Monte-Carlo-Simulation …