//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Quantitative finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Stochastischer Prozess"
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:"Statistik"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
179
Theory
179
Estimation theory
114
Schätztheorie
114
Nichtparametrisches Verfahren
104
Nonparametric statistics
104
Bayes-Statistik
93
Bayesian inference
93
Zeitreihenanalyse
81
Time series analysis
80
Forecasting model
55
Prognoseverfahren
55
Estimation
54
Schätzung
54
Regression analysis
52
Regressionsanalyse
52
Statistical test
45
Statistischer Test
45
Statistical theory
43
Statistische Methodenlehre
43
Stochastic process
36
Monte Carlo simulation
34
Monte-Carlo-Simulation
34
Bootstrap approach
31
Bootstrap-Verfahren
31
Markov-Kette
30
Markov chain
29
Panel
26
Panel study
26
Portfolio selection
25
Portfolio-Management
25
Volatility
25
Volatilität
25
Statistical distribution
24
Statistische Verteilung
24
USA
22
Induktive Statistik
21
Statistical inference
21
United States
21
more ...
less ...
Online availability
All
Free
22
Undetermined
11
Type of publication
All
Book / Working Paper
22
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Article in journal
14
Aufsatz in Zeitschrift
14
Forschungsbericht
1
more ...
less ...
Language
All
English
36
Author
All
Martin, Gael M.
11
Gao, Jiti
10
Forbes, Catherine Scipione
8
Maneesoonthorn, Worapree
7
Frazier, David T.
3
Dong, Chaohua
2
King, Maxwell L.
2
Loiza-Maya, Ruben
2
Pan, Guangming
2
Wright, Jill
2
Yang, Yanrong
2
Akram, Muhammad
1
Bauder, David
1
Benth, Fred Espen
1
Bergen, V.
1
Bianchi, Michele Leonardo
1
Bodnar, Taras
1
Bunn, Derek W.
1
Cang, Yuquan
1
Chen, Xiangjin B.
1
Christensen, Troels Sønderby
1
Cunha, Flávio
1
Damien, Paul
1
Eberlein, Ernst
1
Escobar, Marcos
1
Gerhart, Christoph
1
Gonzalo, Jesús
1
Grzelak, Lech A.
1
Han, Bingyan
1
Heckman, James J.
1
Kang, Li
1
Li, Degui
1
Li, Peter
1
Liang, Jian
1
Liu, Guangying
1
McCabe, Brendon P. M.
1
Navarro, Salvador
1
Olmo, Jose
1
Oosterlee, Cornelis Willebrordus
1
Parolya, Nestor
1
more ...
less ...
Published in...
All
International economic review
Quantitative finance
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
100
European journal of operational research : EJOR
67
Econometric reviews
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Discussion paper / Tinbergen Institute
29
Economics letters
25
Operations research
25
SFB 649 discussion paper
23
Econometric theory
20
Insurance / Mathematics & economics
18
Working paper
18
CAMA working paper series
17
International journal of production research
17
International journal of theoretical and applied finance
17
Mathematics of operations research
17
Operations research letters
17
Discussion paper / Center for Economic Research, Tilburg University
15
Cowles Foundation discussion paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Discussion papers of interdisciplinary research project 373
13
The econometrics journal
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
CREATES research paper
12
Journal of economic dynamics & control
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Computational economics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of computational finance
11
Discussion paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Journal of empirical finance
10
Journal of productivity analysis
10
Applied economics letters
9
CAMA Working Paper
9
Econometric Institute research papers
9
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
6
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
9
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
10
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->