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Search: subject:"Poisson Process"
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Subject
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Poisson process
158
Stochastischer Prozess
131
Stochastic process
123
Theorie
94
Theory
88
Levy process
40
Levy-Prozess
40
Compound Poisson process
32
Option pricing theory
31
Optionspreistheorie
31
Markov chain
29
Poisson Process
29
Markov-Kette
28
Probability theory
28
Wahrscheinlichkeitsrechnung
28
Bayesian Learning
21
Estimation theory
21
Schätztheorie
21
Strategic Experimentation
21
Markov Perfect Equilibrium
20
compound Poisson process
20
Portfolio-Management
19
Spieltheorie
19
Bayesian learning
18
Risiko
18
Risk
18
poisson process
18
Two-Armed Bandit
17
Game theory
16
Portfolio selection
16
Risikomodell
16
Risk model
16
Volatilität
16
Volatility
15
Queueing theory
14
Markov perfect equilibrium
13
Statistical distribution
13
Warteschlangentheorie
13
Lernprozess
12
Risk management
12
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Undetermined
240
Free
168
CC license
5
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Article
307
Book / Working Paper
154
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4
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Article in journal
150
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150
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51
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35
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35
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28
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9
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9
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6
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4
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3
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2
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English
284
Undetermined
177
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3
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1
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All
Rady, Sven
27
Keller, Godfrey
19
Winkelmann, Rainer
12
Burnecki, Krzysztof
9
Klein, Nicolas
9
Sennewald, Ken
9
Wälde, Klaus
7
Baetschmann, Gregori
6
Klein, Nicolas Alexandre
6
Li, Dong
5
Ling, Shiqing
5
Seo, Sang Byung
5
Wu, Shaomin
5
Brigo, Damiano
4
Caliendo, Marco
4
Campbell, John Y.
4
Gapeev, Pavel V.
4
Helmers, Roelof
4
Janczura, Joanna
4
Liang, Zhibin
4
Martin, Ian
4
Wachter, Jessica
4
Weron, Rafal
4
Yu, Ping
4
Albrecher, Hansjörg
3
Beran, Jan
3
Cripps, Martin W.
3
El-Bachir, Naoufel
3
Giuricich, Mario Nicoló
3
Krichene, Noureddine
3
Ocker, Dirk
3
Zhao, Xia
3
Zhou, Ming
3
Aggarwal, Anu Gupta
2
Aguilera, A.
2
Arts, Joachim
2
Assareh, Hassan
2
Ayough, Ashkan
2
Azcue, Pablo
2
Bai, Lihua
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
International Monetary Fund (IMF)
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
C.E.P.R. Discussion Papers
3
HAL
3
Henley Business School, University of Reading
3
National Bureau of Economic Research
3
CESifo
2
Department of Economics, Boston University
2
Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna
2
Econometric Society
2
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
2
Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Judge Institute of Management Studies
2
Agricultural and Applied Economics Association - AAEA
1
Anderson Graduate School of Management, University of California-Los Angeles (UCLA)
1
BANCO DE LA REPÚBLICA
1
Banco de la Republica de Colombia
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics, Adam Smith Business School
1
Department of Economics, University of Munich
1
Department of Economics, University of Oxford
1
Department of Economics, University of Texas-Austin
1
Department of Economics, University of Waterloo
1
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
European Association of Agricultural Economists - EAAE
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Finance Discipline Group, Business School
1
Graduate School of Economics, Hitotsubashi University
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Institute for the Study of Labor (IZA)
1
Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
1
International Centre for Economic Research (ICER)
1
Istituto Nazionale di Statistica (ISTAT)
1
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Published in...
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Annals of the Institute of Statistical Mathematics
16
European journal of operational research : EJOR
13
Insurance / Mathematics & economics
13
Metrika
11
IMF Working Papers
8
Management Science
8
Statistics & Probability Letters
8
Stochastic Processes and their Applications
8
Computational Statistics & Data Analysis
6
Insurance: Mathematics and Economics
6
Risks : open access journal
6
SFB 649 Discussion Papers
6
Statistical Inference for Stochastic Processes
6
International journal of production economics
5
MPRA Paper
5
Opsearch : journal of the Operational Research Society of India
5
Physica A: Statistical Mechanics and its Applications
5
Theoretical Economics
5
Computational Statistics
4
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
4
Discussion papers / Governance and the Efficiency of Economic Systems
4
Dresden Discussion Paper Series in Economics
4
European Journal of Operational Research
4
INFORMS journal on computing : JOC
4
Operations research letters
4
Risks
4
SFB/TR 15 Discussion Paper
4
SOEPpapers on Multidisciplinary Panel Data Research
4
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
4
Asia-Pacific Financial Markets
3
CEPR Discussion Papers
3
Finance research letters
3
ICMA Centre Discussion Papers in Finance
3
International journal of production research
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical Methods of Operations Research
3
Operations research
3
Quality & Quantity: International Journal of Methodology
3
Stochastics and Quality Control
3
The journal of operational risk
3
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Source
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RePEc
214
ECONIS (ZBW)
203
EconStor
34
BASE
7
Other ZBW resources
7
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131
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131
Evidence of time-varying conditional discrete jump dynamics in sub-Saharan African foreign exchange markets
Kuttu, Saint
;
Aboagye, Anthony Q. Q.
;
Bokpin, Godfred A.
- In:
Research in international business and finance
46
(
2018
),
pp. 211-226
Persistent link: https://www.econbiz.de/10011983617
Saved in:
132
A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
Hambuckers, J.
;
Kneib, Thomas
;
Langrock, Roland
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1679-1698
Persistent link: https://www.econbiz.de/10012259864
Saved in:
133
Threshold regression asymptotics : from the compound
Poisson
process
to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
134
Breakdowns
Keller, Godfrey
;
Rady, Sven
-
2012
some new equipment or technology. Breakdowns occur at the jump times of a
Poisson
process
whose unknown intensity is either …
Persistent link: https://www.econbiz.de/10010333744
Saved in:
135
CRI RMI - Nowy model oceny ryzyka wystąpienia trudności finansowych firm
Bławat, Bogusław
-
Volkswirtschaftliche Fakultät, …
-
2012
based on
Poisson
process
theoretical model is available on a public good principle, and its updated daily results published …
Persistent link: https://www.econbiz.de/10011260531
Saved in:
136
Estimating financial institutions´ intraday liquidity risk: a Monte Carlo simulation approach
Léon, Carlos
-
BANCO DE LA REPÚBLICA
-
2012
The most recent financial crisis unveiled that liquidity risk is far more important and intricate than regulation have conceived. The shift from bank-based to market-based financial systems and from Deferred Net Systems to liquidity-demanding Real-Time Gross Settlement of payments explains some...
Persistent link: https://www.econbiz.de/10010763701
Saved in:
137
Breakdowns
Keller, Godfrey
;
Rady, Sven
-
Volkswirtschaftliche Fakultät, …
-
2012
some new equipment or technology. Breakdowns occur at the jump times of a
Poisson
process
whose unknown intensity is either …
Persistent link: https://www.econbiz.de/10010860230
Saved in:
138
From Stress to Costress; Stress Testing Interconnected Banking Systems
Maino, Rodolfo
;
Tintchev, Kalin
-
International Monetary Fund (IMF)
-
2012
This paper presents an integrated framework for assessing systemic risk. The framework models banks’ capital asset ratios as a function of future losses and credit growth using a generalized method of moments to calibrate shocks to credit quality and credit growth. The analysis is...
Persistent link: https://www.econbiz.de/10009654147
Saved in:
139
Estimating financial institutions’ intraday liquidity risk: a Monte Carlo simulation approach
León, Carlos
-
Banco de la Republica de Colombia
-
2012
The most recent financial crisis unveiled that liquidity risk is far more important and intricate than regulation have conceived. The shift from bank-based to market-based financial systems and from Deferred Net Systems to liquidity-demanding Real-Time Gross Settlement of payments explains some...
Persistent link: https://www.econbiz.de/10010548326
Saved in:
140
Breakdowns
Keller, Godfrey
;
Rady, Sven
-
2012
-
This version: December 18, 2012
some new equipment or technology. Breakdowns occur at the jump times of a
Poisson
process
whose unknown intensity is either …
Persistent link: https://www.econbiz.de/10009685864
Saved in:
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