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Search: subject:"Stochastischer Prozess"
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Capital income
Theorie
Stochastic process
86
Stochastischer Prozess
86
Theory
57
Volatility
44
Volatilität
44
Estimation
28
Schätzung
28
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
18
Schätztheorie
18
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13
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USA
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United States
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8
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6
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62
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English
62
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McAleer, Michael
5
Asai, Manabu
4
Yu, Jun
3
Amsler, Christine Elaine
2
Bordignon, Silvano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Liesenfeld, Roman
2
Schmidt, Peter
2
Alghalith, Moawia
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Beckert, Walter
1
Bermudez, P. de Zea
1
Brownlees, Christian
1
Bu, Ruijun
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, David
1
Chaussé, Pierre
1
Cubadda, Gianluca
1
Dagum, Estela Bee
1
Davidson, Russell
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
Donald, Stephen G.
1
Doz, Catherine
1
Duclos, Jean-Yves
1
Eisenstat, Eric
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Fernandes, Marcelo
1
Forbes, Catherine Scipione
1
Galeano, Pedro
1
Glickman, Mark E.
1
Grothe, Oliver
1
He, Changli
1
Hsu, Yu-Chin
1
Jasiak, Joann
1
Jawadi, Fredj
1
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Econometric reviews
European journal of operational research : EJOR
457
Insurance / Mathematics & economics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
131
International journal of production research
128
Operations research
120
Journal of econometrics
118
International journal of theoretical and applied finance
117
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
International journal of production economics
77
Discussion paper / Tinbergen Institute
76
Journal of economic dynamics & control
72
Risks : open access journal
66
INFORMS journal on computing : JOC
63
Quantitative finance
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
53
Economics letters
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Computational economics
44
Econometric theory
42
Economic modelling
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Omega : the international journal of management science
42
SFB 649 discussion paper
41
Scandinavian actuarial journal
38
SpringerLink / Bücher
38
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
Annals of operations research
36
CREATES research paper
36
Energy economics
36
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ECONIS (ZBW)
62
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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
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:
6
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
7
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
8
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
9
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:
10
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
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