//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~subject:"Markov chain"
~subject:"Theorie"
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
Markov chain
Theorie
Stochastic process
555
Stochastischer Prozess
555
Theory
298
Volatility
151
Volatilität
151
Option pricing theory
106
Optionspreistheorie
106
Portfolio selection
94
Portfolio-Management
94
Time series analysis
82
Zeitreihenanalyse
82
Estimation theory
78
Schätztheorie
78
Estimation
60
Risk
59
Schätzung
58
Risiko
56
Statistical distribution
43
Statistische Verteilung
43
Stochastic volatility
42
Mortality
40
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Sterblichkeit
40
Markov-Kette
38
Risikomodell
38
Risk model
38
Lebensversicherung
37
Life insurance
37
Control theory
34
Kontrolltheorie
34
Börsenkurs
33
Share price
33
Capital income
32
Kapitaleinkommen
32
Reinsurance
32
Rückversicherung
32
Finanzmathematik
31
more ...
less ...
Online availability
All
Undetermined
128
Free
40
Type of publication
All
Article
270
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
270
Aufsatz in Zeitschrift
270
Arbeitspapier
40
Working Paper
40
Graue Literatur
36
Non-commercial literature
36
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
311
Author
All
Phillips, Peter C. B.
7
Yu, Jun
6
Härdle, Wolfgang
5
Liang, Zongxia
5
Avanzi, Benjamin
4
Guan, Guohui
4
Hainaut, Donatien
4
Li, Xiaohu
4
McAleer, Michael
4
Meyer-Gohde, Alexander
4
Siu, Tak Kuen
4
Belomestny, Denis
3
Bibinger, Markus
3
Chan, Joshua
3
Eisenberg, Julia
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Li, Zhongfei
3
Reiß, Markus
3
Renault, Eric
3
Shen, Yang
3
Söhl, Jakob
3
Trufin, Julien
3
Wang, Rongming
3
Wei, Wei
3
Wong, Bernard
3
Wong, Hoi Ying
3
Zhuo, Jin
3
Arvanitis, Stelios
2
Asai, Manabu
2
Balakrishnan, Narayanaswamy
2
Barmalzan, Ghobad
2
Bayraktar, Erhan
2
Boswijk, Herman Peter
2
Cai, Jun
2
Chi, Yichun
2
Chiu, Mei Choi
2
Cossette, Hélène
2
Di Bernardino, Elena
2
Gapeev, Pavel V.
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
Insurance / Mathematics & economics
Journal of econometrics
European journal of operational research : EJOR
469
Computers & operations research : and their applications to problems of world concern ; an international journal
148
Finance and stochastics
133
International journal of production research
133
International journal of theoretical and applied finance
132
Operations research
126
Operations research letters
108
Mathematics of operations research
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
International journal of production economics
76
Journal of economic dynamics & control
76
Discussion paper / Tinbergen Institute
71
Risks : open access journal
64
INFORMS journal on computing : JOC
63
Quantitative finance
62
Econometric reviews
59
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Mathematical methods of operations research
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
48
Annals of operations research
45
Economic modelling
45
Discussion papers of interdisciplinary research project 373
44
Econometric theory
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Omega : the international journal of management science
42
SpringerLink / Bücher
41
IMA journal of management mathematics
39
Applied mathematical finance
37
Energy economics
37
Scandinavian actuarial journal
37
Working paper / National Bureau of Economic Research, Inc.
37
more ...
less ...
Source
All
ECONIS (ZBW)
311
Showing
1
-
10
of
311
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
2
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
3
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
7
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
8
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
9
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
10
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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...
//-->