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  • Search: subject:"STochastic process"
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Year of publication
Subject
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Stochastischer Prozess 19,339 Stochastic process 19,226 Theorie 10,521 Theory 10,518 Volatilität 4,131 Volatility 4,126 Optionspreistheorie 3,723 Option pricing theory 3,716 Mathematical programming 2,668 Mathematische Optimierung 2,668 Portfolio selection 1,890 Portfolio-Management 1,890 Zeitreihenanalyse 1,741 Time series analysis 1,731 Schätztheorie 1,677 Estimation theory 1,676 Estimation 1,509 Schätzung 1,503 Markov-Kette 1,367 Markov chain 1,366 Risk 1,238 Risiko 1,232 Option trading 893 Optionsgeschäft 893 Monte-Carlo-Simulation 875 Monte Carlo simulation 873 Statistical distribution 846 Statistische Verteilung 846 Dynamische Optimierung 834 Dynamic programming 829 CAPM 826 Simulation 825 Derivat 821 Derivative 821 Börsenkurs 811 Share price 809 Forecasting model 798 Prognoseverfahren 798 Wahrscheinlichkeitsrechnung 704 Probability theory 693
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Online availability
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Free 6,309 Undetermined 6,084 CC license 337
Type of publication
All
Article 11,816 Book / Working Paper 7,740 Journal 8
Type of publication (narrower categories)
All
Article in journal 10,843 Aufsatz in Zeitschrift 10,843 Graue Literatur 3,056 Non-commercial literature 3,056 Working Paper 2,996 Arbeitspapier 2,986 Aufsatz im Buch 744 Book section 744 Hochschulschrift 463 Thesis 343 Lehrbuch 126 Textbook 114 Collection of articles of several authors 95 Sammelwerk 95 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 54 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 23 Dissertation u.a. Prüfungsschriften 21 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Article 7 Glossar enthalten 7 Glossary included 7 Handbook 6 Handbuch 6
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Language
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English 18,973 German 370 Undetermined 178 French 22 Polish 10 Spanish 6 Russian 5 Italian 3 Swedish 2 Finnish 1 Ancient Greek (to 1453) 1 Portuguese 1 Romanian 1
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Author
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McAleer, Michael 103 Phillips, Peter C. B. 79 Koopman, Siem Jan 74 Sethi, Suresh 64 Ferrari, Giorgio 60 Chiarella, Carl 58 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 Escobar, Marcos 36 Gil-Alaña, Luis A. 36 Todorov, Viktor 36 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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Institution
All
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...
All
European journal of operational research : EJOR 745 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 282 Finance and stochastics 245 Operations research 215 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 143 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 109 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) 19,242 RePEc 201 USB Cologne (EcoSocSci) 99 EconStor 17 Other ZBW resources 5
Showing 131 - 140 of 19,564
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Multivariate rough volatility
Dugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo - 2024
Persistent link: https://www.econbiz.de/10015326256
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Realized normal volatility and maximum outlying jumps in high frequency returns for Korean won-US Dollar
Chae-Deug, Yi - In: International review of financial analysis 95 (2024) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10015145287
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Equity price dynamics under shocks : in distress or short squeeze
Hui, Cho H.; Lo, Chi-Fai; Liu, Chi-Hei - 2024
Persistent link: https://www.econbiz.de/10014500997
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Bolstering stochastic gradient descent with model building
Bi̇rbi̇l, Ş. İlker; Martin, Özgür; Onay, Gönenç; … - In: Top : an official journal of the Spanish Society of … 32 (2024) 3, pp. 517-536
Persistent link: https://www.econbiz.de/10015188217
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Cashflow-driven investment beyond expectations
Alvares Maffra, Sergio; Pennanen, Teemu - In: Scandinavian actuarial journal 2024 (2024) 10, pp. 1093-1118
Persistent link: https://www.econbiz.de/10015188246
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Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar; Stephan, Andreas - In: Journal of the Operational Research Society 75 (2024) 10, pp. 2065-2076
Persistent link: https://www.econbiz.de/10015188547
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Analytic valuation of guaranteed lifetime withdrawal benefits with a modified ratchet
Harcourt, Darcy; Daglish, Toby; Ulm, Eric R. - In: Insurance : mathematics and economics 118 (2024), pp. 59-71
Persistent link: https://www.econbiz.de/10015067006
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Block whittle estimation of time varying stochastic regression models with long memory
Toumping Fotso, Chris; Sibbertsen, Philipp - 2024
This paper proposes an estimator that accounts for time variation in a regression relationship with stochastic regressors exhibiting long-range dependence, covering weak fractional cointegration as a special case. An interesting application of this estimator is its ability to handle situations...
Persistent link: https://www.econbiz.de/10015152774
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Nearly efficient likelihood ratio tests of a unit root in an autoregressive model of arbitrary order
Brien, Samuel; Jansson, Michael; Nielsen, Morten Ørregaard - In: Econometric theory 40 (2024) 5, pp. 1159-1183
Persistent link: https://www.econbiz.de/10015154320
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Optimal annuitization under stochastic interest rates
Dillschneider, Yannick; Maurer, Raimond; Schober, Peter - In: ASTIN bulletin : the journal of the International … 54 (2024) 3, pp. 626-651
Persistent link: https://www.econbiz.de/10015154568
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