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Search: subject:"STOCHASTIC PROCESS"
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Stochastischer Prozess
19,252
Stochastic process
19,139
Theorie
10,473
Theory
10,470
Volatilität
4,122
Volatility
4,117
Optionspreistheorie
3,711
Option pricing theory
3,704
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,877
Portfolio-Management
1,877
Zeitreihenanalyse
1,732
Time series analysis
1,722
Schätztheorie
1,665
Estimation theory
1,664
Estimation
1,503
Schätzung
1,497
Markov-Kette
1,355
Markov chain
1,354
Risk
1,232
Risiko
1,226
Option trading
890
Optionsgeschäft
890
Monte-Carlo-Simulation
869
Monte Carlo simulation
867
Statistical distribution
842
Statistische Verteilung
842
Dynamische Optimierung
828
CAPM
825
Dynamic programming
823
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822
Derivat
818
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818
Börsenkurs
811
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809
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797
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797
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701
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690
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6,277
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324
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8
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2,982
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2,972
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739
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343
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95
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McAleer, Michael
103
Phillips, Peter C. B.
79
Koopman, Siem Jan
74
Sethi, Suresh
64
Chiarella, Carl
58
Ferrari, Giorgio
57
Platen, Eckhard
57
Cui, Zhenyu
51
Madan, Dilip B.
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Asai, Manabu
40
Fabozzi, Frank J.
40
Gao, Jiti
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Elliott, Robert J.
36
Todorov, Viktor
36
Escobar, Marcos
35
Gil-Alaña, Luis A.
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Zhang, Qing
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Stein, Jerome L.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Carr, Peter
29
Schenk-Hoppé, Klaus Reiner
28
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National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
International Monetary Fund (IMF)
54
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Cowles Foundation for Research in Economics, Yale University
6
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institutionen för Skogsekonomi <Umeå>
4
International Monetary Fund
4
Judge Institute of Management Studies
4
Nuffield College
4
University of Exeter / Department of Economics
4
Australian National University / Faculty of Economics and Commerce
3
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Econometric Society
3
European University Institute / Department of Economics
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Berkeley Electronic Press
2
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
C.E.P.R. Discussion Papers
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Department of Economics, Oxford University
2
Economic Research Institute, College of Business and Economics
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
2
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Published in...
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European journal of operational research : EJOR
728
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
Finance and stochastics
245
Operations research
213
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
189
Journal of economic dynamics & control
153
Risks : open access journal
153
Applied mathematical finance
142
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Finance research letters
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Annals of operations research
80
Economic modelling
80
Working paper
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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Source
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ECONIS (ZBW)
19,155
RePEc
201
USB Cologne (EcoSocSci)
99
EconStor
17
Other ZBW resources
5
Showing
18,811
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18,820
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18811
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
18812
An integrated network equilibrium model of urban location and travel choices
Yang, Hai
- In:
Journal of regional science
38
(
1998
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10001252801
Saved in:
18813
Random walks in the UK pound US dollar exchange rates
Smoluk, Herbert J.
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10001252954
Saved in:
18814
Birth, death, and consumption : overlapping generations and the random walk hypothesis
Smith, William T.
- In:
International economic journal
12
(
1998
)
4
,
pp. 105-116
Persistent link: https://www.econbiz.de/10001253133
Saved in:
18815
Is the dollar ecu exchange rate a random walk?
Newbold, Paul
(
contributor
)
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 553-558
Persistent link: https://www.econbiz.de/10001253349
Saved in:
18816
The innovation vs. standardization dilemma : some insights from stochastic interactions models
Dalle, Jean-Michel
- In:
Evolution und Selbstorganisation in der Ökonomie
,
(pp. 383-400)
.
1998
Persistent link: https://www.econbiz.de/10001325048
Saved in:
18817
Technologischer Wandel und Innovation: stochastische Modelle für innovative Veränderungen in der Ökonomie
Bruckner, Eberhard
- In:
Evolution und Selbstorganisation in der Ökonomie
,
(pp. 361-382)
.
1998
Persistent link: https://www.econbiz.de/10001325049
Saved in:
18818
Statistical analysis of some nonstationary time series
Johansen, Søren
- In:
Econometrics and economic theory in the 20th century : …
,
(pp. 433-457)
.
1998
Persistent link: https://www.econbiz.de/10001548946
Saved in:
18819
A representation and calculation of the long-memory Ornstein-Uhlembeck process
Høg, Esben P.
-
1998
Persistent link: https://www.econbiz.de/10001411168
Saved in:
18820
Trends, Zyklen und der Zufall: eine kritische Betrachtung neuerer Forschungen zur industriellen Revolution in Großbritannien
Metz, Rainer
- In:
Die Entstehung des modernen Europa : 1600 - 1900 : …
,
(pp. 149-177)
.
1998
Persistent link: https://www.econbiz.de/10001413351
Saved in:
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