//--> //--> //-->
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 economic dynamics & control"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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:"Stochastic process"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Stochastic process
141
Stochastischer Prozess
141
Theorie
72
Theory
72
Volatility
47
Volatilität
47
Option pricing theory
38
Optionspreistheorie
38
Portfolio selection
25
Portfolio-Management
25
Stochastic volatility
21
CAPM
18
Dynamic programming
18
Dynamische Optimierung
18
Derivat
11
Derivative
11
Option trading
11
Optionsgeschäft
11
Börsenkurs
10
Control theory
10
Dynamic equilibrium
10
Dynamisches Gleichgewicht
10
Kontrolltheorie
10
Share price
10
Time series analysis
9
Zeitreihenanalyse
9
Estimation
8
Hedging
8
Markov chain
8
Markov-Kette
8
Mathematical programming
8
Mathematische Optimierung
8
Risikoprämie
8
Risk premium
8
Schätzung
8
Yield curve
8
Zinsstruktur
8
Rational expectations
6
Rationale Erwartung
6
Risk
6
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
5
Language
All
English
5
Author
All
Guo, Bin
2
Huang, Fuzhe
2
Li, Kai
2
Alfarano, Simone
1
Chorro, Christophe
1
Ielpo, Florian
1
Larsen, Linda Sandris
1
Milaković, Mishael
1
Mundt, Philipp
1
Munk, Claus
1
Sévi, Benoît
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Journal of econometrics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Quantitative finance
13
Econometric reviews
11
Finance research letters
11
Insurance / Mathematics & economics
11
Journal of empirical finance
10
International review of financial analysis
7
Journal of banking & finance
7
Journal of financial econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
Applied financial economics
5
Energy economics
5
Finance and stochastics
5
International journal of forecasting
5
Journal of financial economics
5
Research in international business and finance
5
The journal of finance : the journal of the American Finance Association
5
Computational economics
4
Econometrics : open access journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Journal of forecasting
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of financial studies
4
Economics letters
3
Journal of applied econometrics
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Pacific-Basin finance journal
3
Scandinavian actuarial journal
3
The quarterly journal of finance
3
Annals of finance
2
Applied economics
2
Applied economics letters
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
2
Exploiting ergodicity in forecasts of corporate profitability
Mundt, Philipp
;
Alfarano, Simone
;
Milaković, Mishael
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012501441
Saved in:
3
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
4
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
5
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->