//--> //--> //--> //-->
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
subject:"Mathematische Optimierung"
~accessRights:"restricted"
~isPartOf:"Econometric reviews"
~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:"Brownian bridge"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theorie
Stochastic process
37
Stochastischer Prozess
37
Theory
22
Volatility
20
Volatilität
20
Time series analysis
17
Zeitreihenanalyse
17
Estimation
14
Schätzung
14
Estimation theory
13
Schätztheorie
13
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Capital income
6
Kapitaleinkommen
6
Markov chain
6
Markov-Kette
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
ARCH model
5
ARCH-Modell
5
Bayes-Statistik
5
Bayesian inference
5
Statistical distribution
5
Statistical test
5
Statistische Verteilung
5
Statistischer Test
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
State space model
4
Zustandsraummodell
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Einheitswurzeltest
3
Markov chain Monte Carlo
3
Modellierung
3
Option pricing theory
3
Optionspreistheorie
3
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
Chan, Joshua
2
McAleer, Michael
2
Alghalith, Moawia
1
Amsler, Christine Elaine
1
Asai, Manabu
1
Ausín, M. Concepción
1
Bu, Ruijun
1
Cavaliere, Giuseppe
1
Chaussé, Pierre
1
Dimitrakopoulos, Stefanos
1
Donald, Stephen G.
1
Eisenstat, Eric
1
Galeano, Pedro
1
Grothe, Oliver
1
Hsu, Yu-Chin
1
Jawadi, Fredj
1
Kang, Xinmei
1
Kheifets, Igor L.
1
Kleppe, Tore Selland
1
Kolossiatis, Michalis
1
Li, Dong
1
Li, Yuyi
1
Liesenfeld, Roman
1
Liu, Feng
1
Lopes, Hedibert Freitas
1
Maasoumi, Esfandiar
1
Martinet, Guillaume Gaetan
1
Nakajima, Jouchi
1
Nedeljkovic, Milan
1
O'Donnell, Christopher John
1
Omori, Yasuhiro
1
Saikkonen, Pentti J.
1
Schmidt, Peter
1
Sickles, Robin C.
1
Skrobotov, Anton
1
Strachan, Rodney W.
1
Taylor, Robert
1
Trapani, Lorenzo
1
Trokić, Mirza
1
Virbickaitė, Audronė
1
more ...
less ...
Published in...
All
Econometric reviews
European journal of operational research : EJOR
326
Computers & operations research : and their applications to problems of world concern ; an international journal
100
Operations research
90
Insurance / Mathematics & economics
82
International journal of production research
80
Mathematics of operations research
65
Operations research letters
63
Quantitative finance
52
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
47
International journal of production economics
45
Journal of econometrics
42
INFORMS journal on computing : JOC
41
SpringerLink / Bücher
41
Omega : the international journal of management science
39
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
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Finance and stochastics
34
International journal of theoretical and applied finance
34
Computational economics
32
Journal of economic dynamics & control
30
Scandinavian actuarial journal
30
Computational Management Science : CMS
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
IMA journal of management mathematics
26
Economics letters
24
Journal of the Operational Research Society
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Operational research : an international journal
22
Energy economics
20
Discussion paper / Centre for Economic Policy Research
19
International journal of financial engineering
18
Mathematical methods of operations research
18
Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
17
Lecture Notes in Economics and Mathematical Systems
17
Transportation science
17
Finance research letters
16
Opsearch : journal of the Operational Research Society of India
16
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
9
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
10
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->