the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

comparison is based on a small simulation study. The processes that are simulated are in the class of ARMA (5,5) processes. Based … on the simulation evidence, we suggest to use a slightly modified version of Buehlmann's (1996) iterative method. …

the underlying statistical distributions, a variety of analyticalmethods and simulation-based methods are available. Aside … orhistorical and Monte Carlo simulation methods. Although these approaches to overall VaR estimation have receivedsubstantial … and incremental VaR in either a non-normal analytical setting or a MonteCarlo / historical simulation context.This paper …

. Supplementary to most former studies, the simulation is strongly based on empirical evaluation situations. This reality orientation … recommendations in the empirical literature. Thus, in the simulation, two balancing scores (the propensity score and the index score … distributions of the characteristics in the treatment and the control groups. The simulation results show that, in small samples …

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity … simulation study based on this data set. The simulations suggest that the proposed rule performs well. …

beta errors. Furthermore, some new market risk validation models are introduced. In the end, a simulation with various …

power. We perform a simulation study and apply the results to a case study where the interest lies in evaluating the effect …

The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt … nonetheless complicated by two challenges. First, performing optimization with traditional techniques in a simulation setting is … address a number of policy questions that could not be fully addressed with the current stochastic simulation engine. …

We investigate the problem of optimal choice of the smoothing parameter (bandwidth) for the regression discontinuity … simulation study based on this data set. The simulations suggest that the proposed rule performs well. -- Optimal bandwidth …