//--> //--> //--> //-->
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
Small sample properties of cop...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Simulation
20,261
Theorie
6,653
Theory
6,498
simulation
2,542
Agentenbasierte Modellierung
1,207
Agent-based modeling
1,201
Schätztheorie
1,100
Deutschland
1,079
Estimation theory
1,074
Wirkungsanalyse
970
Impact assessment
937
Germany
927
Supply chain
872
Lieferkette
863
Mathematische Optimierung
841
Mathematical programming
840
Monte Carlo simulation
777
Stochastischer Prozess
761
USA
750
Stochastic process
748
United States
707
Prognoseverfahren
618
EU-Staaten
606
Forecasting model
602
Scheduling-Verfahren
586
Scheduling problem
584
EU countries
562
Makroökonometrie
558
Macroeconometrics
556
Allgemeines Gleichgewicht
527
Estimation
526
Schätzung
522
Welt
493
General equilibrium
487
Portfolio-Management
480
Portfolio selection
477
World
466
Zeitreihenanalyse
439
Risikomanagement
419
more ...
less ...
Online availability
All
Undetermined
283
Free
244
Type of publication
All
Article
525
Book / Working Paper
246
Type of publication (narrower categories)
All
Article in journal
499
Aufsatz in Zeitschrift
499
Arbeitspapier
118
Graue Literatur
118
Non-commercial literature
118
Working Paper
118
Aufsatz im Buch
21
Book section
21
Hochschulschrift
18
Thesis
13
Collection of articles of several authors
6
Sammelwerk
6
Lehrbuch
5
Textbook
4
Aufsatzsammlung
3
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Collection of articles written by one author
2
Fallstudie
2
Sammlung
2
Accompanied by computer file
1
Amtsdruckschrift
1
Bibliografie
1
Elektronischer Datenträger als Beilage
1
Government document
1
Konferenzschrift
1
more ...
less ...
Language
All
English
751
German
20
Author
All
Joshi, Mark S.
10
Koopman, Siem Jan
9
Advani, Arun
7
Geweke, John
7
Stentoft, Lars
7
Słoczyński, Tymon
7
Kleijnen, Jack P. C.
6
Wang, Xiaoqun
6
Dijk, Herman K. van
5
Fries, Christian P.
5
Fu, Michael
5
Kitagawa, Toru
5
Lux, Thomas
5
Reed, W. Robert
5
Scaillet, Olivier
5
Dassios, Angelos
4
Di Iorio, Francesca
4
Dufour, Jean-Marie
4
Fachin, Stefano
4
Grzelak, Lech A.
4
Hong, Han
4
Huber, Martin
4
Nijkamp, Peter
4
Oberhofer, Harald
4
Oosterlee, Cornelis W.
4
Peng, Yijie
4
Pfaffermayr, Michael
4
Pitt, Michael K.
4
Platen, Eckhard
4
Poot, Jacques
4
Sabino, Piergiacomo
4
Zhao, Hongbiao
4
Zhu, Dan
4
Agiakloglou, Christos N.
3
Alberini, Anna
3
Andor, Mark Andreas
3
Arribas-Bel, Daniel
3
Athey, Susan
3
Bos, Charles S.
3
Boubaker, Heni
3
more ...
less ...
Institution
All
National Bureau of Economic Research
2
Institut für Schweizerisches Bankwesen <Zürich>
1
Konjunkturinstitutet <Stockholm>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of London
1
University of Warwick / Department of Economics
1
Universität Stuttgart
1
more ...
less ...
Published in...
All
Computational economics
23
European journal of operational research : EJOR
22
Discussion paper / Tinbergen Institute
15
The journal of computational finance
13
Quantitative finance
12
International journal of production research
11
Risks : open access journal
11
Journal of risk and financial management : JRFM
10
Journal of econometrics
9
Operations research
9
Economic modelling
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Applied economics
7
Finance research letters
7
Applied mathematical finance
6
INFORMS journal on computing : JOC
6
International journal of theoretical and applied finance
6
Organizational research methods : ORM
6
Econometric reviews
5
International journal of production economics
5
Journal of economic dynamics & control
5
Journal of mathematical finance
5
Journal of the Operational Research Society
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics of operations research
5
SpringerLink / Bücher
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Discussion paper series / IZA
4
Econometrics : open access journal
4
Insurance / Mathematics & economics
4
International journal of computational economics and econometrics
4
Report / Econometric Institute, Erasmus University Rotterdam
4
Scandinavian actuarial journal
4
The econometrics journal
4
Working paper
4
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
DNB working paper
3
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
770
USB Cologne (business full texts)
1
Showing
1
-
10
of
771
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Small sample properties of Copula-GARCH modelling : a Monte Carlo study
Bianchi, Carluccio
;
De Giuli, Maria Elena
;
Fantazzini, Dean
-
2009
multivariate distributions. Our extensive
simulation
studies investigate the small sample properties of these models and examine …
Persistent link: https://www.econbiz.de/10010259914
Saved in:
2
A note on the Cogley-Nason-Sims approach
Hussain, Syed M.
;
Liu, Lin
- In:
Economics letters
146
(
2016
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011619103
Saved in:
3
Perspective of an exchange rate policy for global financial systems : evidence between China and ASEAN countries
Chukiat Chaiboonsri
;
Satawat Wannapan
;
Nisit Pantamit
- In:
International journal of computational economics and …
12
(
2022
)
1/2
,
pp. 29-51
Persistent link: https://www.econbiz.de/10012939565
Saved in:
4
Identifying mixture copula components using outlier detection methods and goodness-of-fit tests
Weiß, Gregor
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 61-101
Persistent link: https://www.econbiz.de/10013262930
Saved in:
5
Numerical comparison of multivariate models to forecasting risk measures
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10011859009
Saved in:
6
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
7
Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian
;
Schwarz, Claudia
-
2013
-
This version: May 6, 2013
further
simulation
evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
Saved in:
8
Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian
;
Schwarz, Claudia
-
2013
-
This Version: May 6, 2013
further
simulation
evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10009775613
Saved in:
9
Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras
;
Sarafidis, Vasilis
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
Saved in:
10
Numerical modeling of dependent credit rating transitions with asynchronously moving industries
Boreiko, D. V.
;
Kaniovski, Yuri M.
;
Pflug, Georg
- In:
Computational economics
49
(
2017
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10011762130
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->