//--> //--> //--> //-->
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
isPartOf:"SFB 649 discussion paper"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic theory"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Stochastic process
152
Stochastischer Prozess
152
Theorie
96
Volatility
24
Volatilität
24
Option pricing theory
19
Optionspreistheorie
19
Estimation
18
Schätzung
18
Time series analysis
15
Zeitreihenanalyse
15
Markov chain
14
Markov-Kette
14
Estimation theory
13
Schätztheorie
13
Stochastic volatility
13
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
Risiko
10
Risk
10
CAPM
9
Einheitswurzeltest
9
Unit root test
9
Yield curve
9
Zinsstruktur
9
Experiment
8
Overlapping Generations
8
Overlapping generations
8
Portfolio selection
8
Portfolio-Management
8
Bayes-Statistik
7
Bayesian inference
7
Learning process
7
Lernprozess
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Forecasting model
6
Mathematical programming
6
Mathematische Optimierung
6
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
96
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
96
Arbeitspapier
40
Working Paper
40
Graue Literatur
36
Non-commercial literature
36
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
96
Author
All
Chattopadhyay, Subir Kumar
3
Gale, Douglas
2
Li, Shenghong
2
Li, Yong
2
Montrucchio, Luigi
2
Riedel, Frank
2
Rosenthal, Robert W.
2
Siu, Tak Kuen
2
Stewart, Colin
2
Sun, Qi
2
Yoon, Gawon
2
Abid, Ilyes
1
Albu, Lucian-Liviu
1
Aoyagi, Masaki
1
Artavia, Marco
1
Arčabić, Vladimir
1
Azariadēs, Kōstas
1
Balke, Nathan S.
1
Bandyopadhyay, Taradas
1
Bao, Qunfang
1
Barrell, Ray
1
Berument, Hakan
1
Bidder, R. M.
1
Bloise, Gaetano
1
Bobenrieth Hochfarber, Eugenio
1
Bobenrieth Hochfarber, Juan
1
Bogomolnaia, Anna
1
Branch, William A.
1
Calciano, Filippo L.
1
Chang, Hao
1
Chang, Hsu-Ling
1
Chen, Jianli
1
Chen, Junping
1
Chen, Si
1
Ching, Wai Ki
1
Chiu, Mei Choi
1
Choi, Sun-Yong
1
Chong, Terence Tai-Leung
1
Citanna, Alessandro
1
Cross, Jamie
1
more ...
less ...
Published in...
All
SFB 649 discussion paper
Economic modelling
Journal of economic theory
European journal of operational research : EJOR
434
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
124
International journal of theoretical and applied finance
116
Operations research
114
Journal of econometrics
103
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Mathematics of operations research
79
International journal of production economics
75
Journal of economic dynamics & control
72
INFORMS journal on computing : JOC
62
Risks : open access journal
62
Econometric reviews
57
Transportation research / E : an international journal
52
Computational Management Science : CMS
51
Quantitative finance
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economics letters
48
Mathematical methods of operations research
48
Computational economics
43
Econometric theory
42
Management science : journal of the Institute for Operations Research and the Management Sciences
39
Annals of operations research
37
Omega : the international journal of management science
37
IMA journal of management mathematics
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
Scandinavian actuarial journal
35
Annals of finance
33
Applied mathematical finance
33
Energy economics
32
OR spectrum : quantitative approaches in management
32
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Journal of mathematical economics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
2
Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
Saved in:
3
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
Saved in:
4
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
5
Stochastic choice and rational inattention
Lin, Yi-Hsuan
- In:
Journal of economic theory
202
(
2022
),
pp. 1-43
Persistent link: https://www.econbiz.de/10013373398
Saved in:
6
Modelling persistent stationary processes in continuous time
Jeong, Minsoo
- In:
Economic modelling
109
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013348235
Saved in:
7
A general theory of risk apportionment
Gollier, Christian
- In:
Journal of economic theory
192
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805415
Saved in:
8
In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy
Balke, Nathan S.
;
Martínez-García, Enrique
;
Zeng, Zheng
- In:
Economic modelling
100
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012795898
Saved in:
9
Solving dynamic stochastic models with multiple occasionally binding constraints
Guerra Vallejos, Ernesto
;
Bobenrieth Hochfarber, Eugenio
; …
- In:
Economic modelling
105
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013367160
Saved in:
10
How noise affects effort in tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
- In:
Journal of economic theory
188
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012424334
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...
//-->