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accessRights:"restricted"
source:"econis"
~isPartOf:"Computational economics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
369
Theory
369
Forecasting model
78
Prognoseverfahren
78
Time series analysis
64
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64
Portfolio selection
55
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55
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45
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Abid, Ilyes
1
Basak, Gopal Krishna
1
Belkacem, Lotfi
1
Boubaker, Heni
1
Cavicchioli, Maddalena
1
Ceffer, Attila
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Guo, Liuxiao
1
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1
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1
Hoyo, Juan del
1
Islamov, Rustam
1
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1
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1
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1
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Computational economics
European journal of operational research : EJOR
302
Computers & operations research : and their applications to problems of world concern ; an international journal
91
Operations research
87
International journal of production research
79
Insurance / Mathematics & economics
77
Operations research letters
57
Mathematics of operations research
55
Quantitative finance
51
Journal of econometrics
43
Transportation research / E : an international journal
43
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
42
INFORMS journal on computing : JOC
38
International journal of production economics
38
SpringerLink / Bücher
38
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
Omega : the international journal of management science
33
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Finance and stochastics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of economic dynamics & control
30
Scandinavian actuarial journal
30
International journal of theoretical and applied finance
28
Computational Management Science : CMS
27
Journal of the Operational Research Society
27
IMA journal of management mathematics
25
Economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
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Finance research letters
22
Energy economics
20
Discussion paper / Centre for Economic Policy Research
19
Transportation science
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Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
17
Lecture Notes in Economics and Mathematical Systems
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Operational research : an international journal
17
International journal of financial engineering
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Mathematical methods of operations research
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ECONIS (ZBW)
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1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
2
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
3
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
4
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
5
A finite difference scheme for pairs trading with transaction costs
Li, Zequn
;
Tourin, Agnès
- In:
Computational economics
60
(
2022
)
2
,
pp. 601-632
Persistent link: https://www.econbiz.de/10013380794
Saved in:
6
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
7
Stationarity statistics on rolling windows
Ross, Joseph
- In:
Computational economics
57
(
2021
)
2
,
pp. 655-691
Persistent link: https://www.econbiz.de/10012486950
Saved in:
8
Invertibility and VAR representations of time-varying dynamic stochastic general equilibrium models
Cavicchioli, Maddalena
- In:
Computational economics
55
(
2020
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10012222592
Saved in:
9
International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Computational economics
55
(
2020
)
2
,
pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
Saved in:
10
A testing procedure for constant parameters in stochastic volatility models
Hoyo, Juan del
;
Llorente, Guillermo
;
Rivero, Carlos
- In:
Computational economics
56
(
2020
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10012272023
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