//--> //--> //--> //-->
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:"Journal of econometrics"
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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
218
Stochastischer Prozess
218
Theorie
104
Theory
104
Volatility
104
Volatilität
104
Time series analysis
70
Zeitreihenanalyse
70
Estimation theory
61
Schätztheorie
61
Estimation
46
Schätzung
46
Stochastic volatility
30
ARCH model
27
ARCH-Modell
27
Statistical distribution
27
Statistische Verteilung
27
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Option pricing theory
26
Optionspreistheorie
26
Börsenkurs
25
Share price
25
Statistical test
22
Statistischer Test
22
Bayes-Statistik
21
Bayesian inference
21
Capital income
19
Kapitaleinkommen
19
Bootstrap approach
16
Bootstrap-Verfahren
16
Forecasting model
16
Prognoseverfahren
16
Einheitswurzeltest
14
Unit root test
14
Markov chain
13
Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Nichtlineare Regression
12
more ...
less ...
Online availability
All
Undetermined
106
Type of publication
All
Article
217
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
217
Aufsatz in Zeitschrift
217
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
218
Author
All
Todorov, Viktor
11
Phillips, Peter C. B.
9
Tauchen, George Eugene
8
McAleer, Michael
7
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Lieberman, Offer
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chan, Joshua
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Renault, Eric
3
Shephard, Neil G.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Xiu, Dacheng
3
Amengual, Dante
2
Arvanitis, Stelios
2
Bai, Jushan
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chib, Siddhartha
2
Creal, Drew
2
Dufour, Jean-Marie
2
Gallant, A. Ronald
2
Ghysels, Eric
2
Giesecke, Kay
2
Gonzalo, Jesús
2
Gouriéroux, Christian
2
more ...
less ...
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
84
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Mathematical methods of operations research
77
Finance research letters
74
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Omega : the international journal of management science
69
Working paper
69
Annals of finance
68
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
218
Showing
1
-
10
of
218
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
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:
6
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:
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
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:
10
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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...
//-->