EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Ergodicity"
Narrow search

Narrow search

Year of publication
Subject
All
Ergodicity 54 ergodicity 35 Geometric ergodicity 22 Markov chain 21 Theorie 17 Stochastischer Prozess 16 Stochastic process 15 Markov-Kette 14 Theory 14 geometric ergodicity 11 Estimation theory 10 Schätztheorie 10 Zeitreihenanalyse 10 Stationarity 9 Time series analysis 9 stationarity 8 Geometric Ergodicity 7 Mixing 6 consistency 6 non-ergodicity 6 Ergodicity breaking 5 Volatility 5 nonlinear time series 5 stochastic recurrence equations 5 threshold models 5 Jobson-Korkie test 4 Observation-driven models 4 Sharpe ratio 4 Volatilität 4 heteroscedasticity 4 mixing 4 path dependence 4 performance measurement 4 ARCH-Modell 3 Autocorrelation 3 Autokorrelation 3 CAPM 3 Calibration 3 Capital income 3 Consistency 3
more ... less ...
Online availability
All
Undetermined 105 Free 67
Type of publication
All
Article 117 Book / Working Paper 64 Other 1
Type of publication (narrower categories)
All
Article in journal 30 Aufsatz in Zeitschrift 30 Working Paper 23 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 10 Article 2 Hochschulschrift 1 Thesis 1
more ... less ...
Language
All
Undetermined 113 English 67 Portuguese 1 Spanish 1
Author
All
Stachurski, John 8 Blasques, Francisco 7 Frahm, Gabriel 5 Kamihigashi, Takashi 5 Koopman, Siem Jan 5 Saikkonen, Pentti 5 Fokianos, Konstantinos 3 Fonseca, Giovanni 3 Giovannoni, Olivier 3 Lee, Oesook 3 Ling, Shiqing 3 Meitz, Mika 3 Rahbek, Anders 3 Tjøstheim, Dag 3 Alho, Juha M. 2 Arapostathis, Ari 2 Artemova, Mariia 2 BISIN, Alberto 2 Bhulai, Sandjai 2 Chen, Xiaohong 2 David, Paul A. 2 Feng, Dingan 2 Franke, Jürgen 2 Giovanni, Fonseca 2 Horst, Ulrich 2 Hou, Zhenting 2 Härdle, Wolfgang 2 Kovalenko, Igor 2 Kreiss, Jens-Peter 2 Li, Dong 2 Lucas, André 2 Mammen, Enno 2 Neumann, Michael H. 2 Nielsen, Jens P. 2 Nientker, Marc 2 Norman, Thomas W. L. 2 Pang, Guodong 2 Pierri, Damian 2 Pike, Maureen 2 Ren, Fu-Yao 2
more ... less ...
Institution
All
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 4 Department of Economics, Oxford University 3 Research Institute for Economics and Business Administration, Kobe University 3 Facoltà di Economia, Università degli Studi dell'Insubria 2 Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 C.E.P.R. Discussion Papers 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Stanford University 1 Department of Economics, University of California-San Diego (UCSD) 1 Department of Economics, University of Waterloo 1 Département de Sciences Économiques, Université de Montréal 1 EconWPA 1 Economics Department, Ben Gurion University of the Negev 1 Levy Economics Institute 1 National Research University Higher School of Economics 1 School of Economics and Management, University of Aarhus 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Tinbergen Instituut 1 Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen 1 Økonomisk Institut, Københavns Universitet 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
more ... less ...
Published in...
All
Physica A: Statistical Mechanics and its Applications 24 Statistics & Probability Letters 14 Stochastic Processes and their Applications 13 Annals of the Institute of Statistical Mathematics 5 Mathematics of operations research 4 SFB 373 Discussion Paper 4 SFB 373 Discussion Papers 4 Statistical Inference for Stochastic Processes 4 Studies in Nonlinear Dynamics & Econometrics 4 Computational Statistics 3 Discussion Paper Series / Research Institute for Economics and Business Administration, Kobe University 3 Discussion paper / Tinbergen Institute 3 Economics Series Working Papers / Department of Economics, Oxford University 3 Mathematical Methods of Operations Research 3 Tinbergen Institute Discussion Paper 3 Cahiers de recherche 2 Dynamic games and applications : DGA 2 Econometric reviews 2 Economics and Quantitative Methods 2 Games 2 Journal of Post Keynesian Economics 2 Journal of econometrics 2 Journal of post-Keynesian economics : JPKE 2 MPRA Paper 2 Metrika 2 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 2 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 2 Tübinger Diskussionsbeiträge 2 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 2 Working paper 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Brazilian journal of political economy 1 Bulletin of the Czech Econometric Society 1 CEPR Discussion Papers 1 CORE Discussion Papers 1 CREATES Research Papers 1 Cambridge elements. Elements in complexity and agent-based economics 1 Computational Statistics & Data Analysis 1 Cowles Foundation Discussion Papers 1 Discussion Paper 1
more ... less ...
Source
All
RePEc 122 ECONIS (ZBW) 43 EconStor 15 BASE 2
Showing 1 - 10 of 182
Cover Image
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554
Saved in:
Cover Image
Resilience to the pandemic : the role of female management, multi-unit structure, and business model innovation
Gómez, Jaime; Krammer, Sorin M. S.; Pérez-Aradros, Beatriz - In: Journal of business research : JBR 172 (2024), pp. i114428$p1-11
Persistent link: https://www.econbiz.de/10014546063
Saved in:
Cover Image
Score-driven modeling with jumps : an application to S&P500 returns and options
Ballestra, Luca Vincenzo; D'Innocenzo, Enzo; Guizzardi, … - In: Journal of financial econometrics 22 (2024) 2, pp. 375-406
Persistent link: https://www.econbiz.de/10014526331
Saved in:
Cover Image
A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2023
Persistent link: https://www.econbiz.de/10014280707
Saved in:
Cover Image
On the fade-away of an initial bias in longitudinal surveys
Rendtel, Ulrich; Alho, Juha M. - 2022
We propose a novel view of selection bias in longitudinal surveys. Such bias may arise from initial nonresponse in a probability sample, or it may be caused by self-selection in an internet survey. A contraction theorem from mathematical demography is used to show that an initial bias can...
Persistent link: https://www.econbiz.de/10012940107
Saved in:
Cover Image
On the fade-away of an initial bias in longitudinal surveys
Rendtel, Ulrich; Alho, Juha M. - 2022
We propose a novel view of selection bias in longitudinal surveys. Such bias may arise from initial nonresponse in a probability sample, or it may be caused by self-selection in an internet survey. A contraction theorem from mathematical demography is used to show that an initial bias can...
Persistent link: https://www.econbiz.de/10012821615
Saved in:
Cover Image
An ergodic theory of sovereign default
Pierri, Damian; Seoane, Hernán D. - 2022
Persistent link: https://www.econbiz.de/10014252738
Saved in:
Cover Image
Complexity in economics
Landini, Simone; Gallegati, Giacomo; Gallegati, Mauro - 2024
Neoclassical economics is heavily based on a formalistic method, primarily centred on mathematical deduction. Consequently, mainstream economists became overfocused on describing the states of an economy rather than understanding the processes driving these states. However, many phenomena arise...
Persistent link: https://www.econbiz.de/10015194011
Saved in:
Cover Image
Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021
We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...
Persistent link: https://www.econbiz.de/10012427192
Saved in:
Cover Image
Forecasting in a changing world : from the great recession to the COVID-19 pandemic
Artemova, Mariia; Blasques, Francisco; Koopman, Siem Jan; … - 2021
We develop a new targeted maximum likelihood estimation method that provides improved forecasting for misspecified linear autoregressive models. The method weighs data points in the observed sample and is useful in the presence of data generating processes featuring structural breaks, complex...
Persistent link: https://www.econbiz.de/10012416341
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...