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  • Search: subject:"Processes"
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Year of publication
Subject
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Stochastischer Prozess 6,176 Stochastic process 6,147 Theorie 3,367 Theory 3,314 Volatilität 1,660 Volatility 1,649 Optionspreistheorie 1,221 Option pricing theory 1,216 Zeitreihenanalyse 709 Time series analysis 700 Schätztheorie 673 Estimation theory 669 Schätzung 604 Estimation 596 Portfolio-Management 536 Portfolio selection 534 Mathematische Optimierung 497 Mathematical programming 496 Markov chain 398 Markov-Kette 394 Risk 373 Risiko 368 Prognoseverfahren 351 Forecasting model 347 Monte Carlo simulation 333 Monte-Carlo-Simulation 328 Statistische Verteilung 317 Statistical distribution 314 Bayesian inference 313 Bayes-Statistik 308 Börsenkurs 304 Share price 295 CAPM 292 Simulation 255 Optionsgeschäft 250 Option trading 249 ARCH-Modell 245 ARCH model 241 Zinsstruktur 236 Yield curve 235
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Online availability
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Free 8,941 CC license 442
Type of publication
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Book / Working Paper 6,698 Article 2,204 Other 39
Type of publication (narrower categories)
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Working Paper 2,630 Graue Literatur 2,447 Non-commercial literature 2,447 Arbeitspapier 2,390 Article in journal 1,312 Aufsatz in Zeitschrift 1,312 Article 185 Hochschulschrift 144 Thesis 124 Conference paper 21 Konferenzbeitrag 21 Collection of articles of several authors 19 Sammelwerk 19 Congress Report 17 Forschungsbericht 16 research-article 16 Aufsatzsammlung 13 Konferenzschrift 13 Conference Paper 12 Collection of articles written by one author 11 Sammlung 11 Research Report 9 Aufsatz im Buch 6 Book Part 6 Book section 6 Nachschlagewerk 6 Reference book 6 Lehrbuch 3 Textbook 3 Amtsdruckschrift 2 Book Review 2 Case Study 2 Government document 2 Nachruf 2 Systematic review 2 Übersichtsarbeit 2 Case study 1 Conference proceedings 1 Fallstudie 1 Interview 1
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Language
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English 7,618 Undetermined 1,200 German 78 Spanish 18 Polish 6 Romanian 5 French 3 Lithuanian 3 Russian 3 Italian 2 Portuguese 2 Slovenian 2 Finnish 1 Swedish 1
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Author
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McAleer, Michael 68 Koopman, Siem Jan 67 Platen, Eckhard 46 Sethi, Suresh 45 Phillips, Peter C. B. 44 Ferrari, Giorgio 42 Chiarella, Carl 36 Linton, Oliver 31 Barndorff-Nielsen, Ole E. 30 Chan, Joshua 30 Lucas, André 30 Härdle, Wolfgang 28 Podolskij, Mark 28 Post, Thierry 28 Takahashi, Akihiko 28 Cui, Zhenyu 26 Gao, Jiti 26 Kleijnen, Jack P. C. 24 Nielsen, Bent 24 Blasques, Francisco 23 Bos, Charles S. 21 Madan, Dilip B. 21 Zhang, Qing 21 Asai, Manabu 20 Benth, Fred Espen 20 Jacquier, Antoine (Jack) 20 Stein, Jerome L. 20 Whang, Yoon-jae 20 Caporale, Guglielmo Maria 19 Gil-Alaña, Luis A. 19 Johansen, Søren 19 Riedel, Frank 19 Chang, Chia-Lin 18 Hautsch, Nikolaus 18 Kirkby, Justin 18 Shephard, Neil G. 18 Wong, Wing-Keung 18 Branger, Nicole 17 Guegan, Dominique 17 Lüders, Erik 17
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Institution
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International Monetary Fund (IMF) 102 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 93 National Bureau of Economic Research 74 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 HAL 40 International Monetary Fund 35 School of Economics and Management, University of Aarhus 32 London School of Economics (LSE) 18 Cowles Foundation for Research in Economics, Yale University 17 Finance Discipline Group, Business School 17 Tilburg University, Center for Economic Research 15 Université Paris-Dauphine (Paris IX) 15 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 14 Department of Economics and Business, Universitat Pompeu Fabra 13 Erasmus University Rotterdam, Econometric Institute 13 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 12 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 12 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 11 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 11 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 10 Collegio Carlo Alberto, Università degli Studi di Torino 10 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 10 Department of Economics, Oxford University 9 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 9 Université Paris-Dauphine 9 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 8 Departamento de Estadistica, Universidad Carlos III de Madrid 8 Tinbergen Instituut 8 Økonomisk Institut, Københavns Universitet 8 Economics Group, Nuffield College, University of Oxford 7 HWWA Institut für Wirtschaftsforschung 7 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 Departamento de Economía, Universidad Carlos III de Madrid 6 Econometrisch Instituut <Rotterdam> 6 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 5 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 5 Federal Reserve Bank of New York 5 Institut für Weltwirtschaft (IfW) 5 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 5 Instituto Valenciano de Investigaciones Económicas (IVIE) 5
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Published in...
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Risks : open access journal 156 Discussion paper / Tinbergen Institute 143 MPRA Paper 91 IMF Working Papers 73 CREATES research paper 68 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 68 NBER working paper series 67 NBER Working Paper 65 Discussion papers of interdisciplinary research project 373 63 Working paper 62 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 61 SFB 649 discussion paper 60 Research paper series / Swiss Finance Institute 59 Journal of risk and financial management : JRFM 58 Бизнес Информ 47 CESifo working papers 43 Working paper / Department of Econometrics and Business Statistics, Monash University 40 Econometrics : open access journal 39 Mathematics Preprint Archive 39 Working paper series 38 Working papers / TSE : WP 38 Cowles Foundation discussion paper 37 Swiss Finance Institute Research Paper 37 Econometric Institute research papers 36 Les cahiers du GERAD 33 Business Inform 29 CAMA working paper series 29 CREATES Research Papers 28 IMF Staff Country Reports 28 CEMMAP working papers / Centre for Microdata Methods and Practice 27 Finance and stochastics 27 Quantitative economics : QE ; journal of the Econometric Society 27 Working papers 26 Discussion paper / Center for Economic Research, Tilburg University 25 Discussion paper series / IZA 25 European research studies 25 Tinbergen Institute Discussion Paper 25 Проблемы современной экономики 25 Quantitative finance 24 Вестник Южно-Уральского государственного университета. Серия: Экономика и менеджмент 24
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Source
All
ECONIS (ZBW) 6,744 RePEc 1,577 EconStor 457 BASE 144 Other ZBW resources 18 USB Cologne (business full texts) 1
Showing 1 - 10 of 8,941
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A comparative study of factor models for different periods of the electricity spot price market
Laudagé, Christian; Aichinger, Florian; Desmettre, Sascha - In: Journal of commodity markets : JCM 36 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015162606
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Optimal reinsurance via BSDEs in a partially observable model with jump clusters
Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; … - In: Finance and stochastics 28 (2024) 2, pp. 453-495
Persistent link: https://www.econbiz.de/10015130335
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A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen; Sgarra, Carlo - In: Finance and stochastics 28 (2024) 4, pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
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Stochastic exchange rate dynamics, intervention dynamics and the market efficiency hypothesis
Drakonakis, Emmanouil; Kotsios, Stelios - In: Computational economics 65 (2025) 1, pp. 463-481
Persistent link: https://www.econbiz.de/10015195774
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Polynomial approximation of discounted moments
Zhao, Chenyu; Beek, Misha van; Spreij, Peter; Ba, Makhtar - In: Finance and stochastics 29 (2025) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10015394774
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Measure-valued processes for energy markets
Cuchiero, Christa; Di Persio, Luca; Guida, Francesco; … - 2025
Persistent link: https://www.econbiz.de/10015359128
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An optional semimartingales approach to risk theory
Shahrokhabadi, Mahdieh Aminian; Melnikov, Alexander; … - In: Risks : open access journal 13 (2025) 4, pp. 1-27
. Optional semimartingales are left-continuous with right-limit stochastic processes defined on a probability space where the … oscillations or jumps, and the third introduces a Gaussian risk model using counting processes to capture premium and claim cash …
Persistent link: https://www.econbiz.de/10015408385
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Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions
Palapies, Lars - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 415-460
Persistent link: https://www.econbiz.de/10014443750
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On the convergence of global-optimization fraudulent stochastic algorithms
Miclo, Laurent - 2023
Persistent link: https://www.econbiz.de/10014283736
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Survival energy models for mortality prediction and future prospects
Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391
Persistent link: https://www.econbiz.de/10014320272
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