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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~subject:"Stochastic process"
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Deutschland
Stochastic process
Theorie
1,075
Theory
1,075
Estimation theory
155
Schätztheorie
155
Time series analysis
145
Zeitreihenanalyse
145
Estimation
92
Schätzung
92
Statistical test
75
Statistischer Test
75
Stochastischer Prozess
58
Statistical theory
56
Statistische Methodenlehre
56
Panel
53
Panel study
53
Volatility
53
Volatilität
53
Forecasting model
51
Prognoseverfahren
51
Germany
48
Bayes-Statistik
46
Bayesian inference
46
Einheitswurzeltest
44
Unit root test
44
Regression analysis
42
Regressionsanalyse
42
Simulation
42
Sampling
41
Stichprobenerhebung
41
Cointegration
40
Kointegration
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Econometrics
38
USA
38
United States
38
Ökonometrie
38
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36
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2
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Article
104
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1
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Article in journal
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105
Aufsatzsammlung
1
Bibliografie enthalten
1
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1
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English
83
German
22
Author
All
McAleer, Michael
5
Asai, Manabu
4
Yu, Jun
3
Amsler, Christine Elaine
2
Bordignon, Silvano
2
Chan, Joshua
2
Flaig, Gebhard
2
Genosko, Joachim
2
Gouriéroux, Christian
2
Hujer, Reinhard
2
Liesenfeld, Roman
2
Schmidt, Peter
2
Schnabel, Claus
2
Wagner, Joachim
2
Adam, Hans
1
Addison, John T.
1
Alghalith, Moawia
1
Althammer, Jörg
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Becker, Wolfgang
1
Beckert, Walter
1
Bellmann, Lutz
1
Bender, Stefan
1
Berthold, Norbert
1
Bolle, Friedel
1
Bos, Charles S.
1
Breitung, Jörg
1
Brümmerhoff, Dieter
1
Brüning, Eva M.
1
Bu, Ruijun
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chaussé, Pierre
1
Clausen, Hartmut
1
Clostermann, Jörg
1
Cubadda, Gianluca
1
Dagum, Estela Bee
1
Davidson, Russell
1
Dimitrakopoulos, Stefanos
1
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Published in...
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Econometric reviews
Jahrbücher für Nationalökonomie und Statistik
European journal of operational research : EJOR
437
Insurance / Mathematics & economics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
125
International journal of theoretical and applied finance
116
Operations research
114
Journal of econometrics
111
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Journal of economic dynamics & control
80
Mathematics of operations research
79
International journal of production economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
64
INFORMS journal on computing : JOC
62
Risks : open access journal
62
Economic modelling
56
Journal of economic theory
55
Quantitative finance
52
Transportation research / E : an international journal
52
Computational Management Science : CMS
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Mathematical methods of operations research
48
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
45
Computational economics
44
Econometric theory
44
Energy economics
44
Applied economics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of business economics : JBE
39
Annals of operations research
37
IMA journal of management mathematics
37
Omega : the international journal of management science
37
Journal of international money and finance
36
Scandinavian actuarial journal
36
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
35
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ECONIS (ZBW)
105
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Determinants of corporate savings in Germany
Jüppner, Marcus
- In:
Jahrbücher für Nationalökonomie und Statistik
241
(
2021
)
5/6
,
pp. 735-785
Persistent link: https://www.econbiz.de/10012656927
Saved in:
6
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
7
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
8
Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.
;
Saikkonen, Pentti J.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
Saved in:
9
A projection-based nonparametric test of conditional quantile independence
Nedeljkovic, Milan
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012181535
Saved in:
10
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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