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Search: subject:"stochastic processes"
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Stochastischer Prozess
19,260
Stochastic process
19,078
Theorie
10,490
Theory
10,477
Volatilität
4,123
Volatility
4,119
Optionspreistheorie
3,711
Option pricing theory
3,705
Mathematical programming
2,650
Mathematische Optimierung
2,650
Portfolio selection
1,878
Portfolio-Management
1,878
Zeitreihenanalyse
1,733
Time series analysis
1,725
Estimation theory
1,668
Schätztheorie
1,668
Estimation
1,504
Schätzung
1,499
Markov chain
1,355
Markov-Kette
1,355
Risk
1,234
Risiko
1,226
Option trading
890
Optionsgeschäft
890
Monte-Carlo-Simulation
869
Monte Carlo simulation
868
Statistical distribution
842
Statistische Verteilung
842
Simulation
833
Dynamische Optimierung
828
Dynamic programming
827
CAPM
825
Derivat
819
Derivative
819
Börsenkurs
812
Share price
809
Forecasting model
800
Prognoseverfahren
800
Wahrscheinlichkeitsrechnung
701
Probability theory
694
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All
Free
6,365
Undetermined
6,329
CC license
325
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Article
12,067
Book / Working Paper
7,835
Other
10
Journal
8
Type of publication (narrower categories)
All
Article in journal
10,795
Aufsatz in Zeitschrift
10,795
Graue Literatur
3,050
Non-commercial literature
3,050
Working Paper
2,994
Arbeitspapier
2,978
Aufsatz im Buch
740
Book section
740
Hochschulschrift
463
Thesis
351
Lehrbuch
126
Textbook
114
Collection of articles of several authors
96
Sammelwerk
96
Conference paper
93
Konferenzbeitrag
93
Aufsatzsammlung
63
Collection of articles written by one author
62
Sammlung
62
Konferenzschrift
55
Forschungsbericht
41
Bibliografie enthalten
40
Bibliography included
40
Amtsdruckschrift
28
Government document
28
Conference proceedings
24
Dissertation u.a. Prüfungsschriften
21
research-article
18
Systematic review
16
Übersichtsarbeit
16
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14
Article
13
Festschrift
13
Mikroform
10
Case study
9
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9
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8
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7
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7
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6
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English
18,959
Undetermined
540
German
371
French
23
Polish
11
Spanish
11
Russian
5
Italian
3
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
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Author
All
McAleer, Michael
92
Phillips, Peter C. B.
80
Koopman, Siem Jan
74
Sethi, Suresh
64
Chiarella, Carl
58
Ferrari, Giorgio
57
Platen, Eckhard
57
Madan, Dilip B.
53
Benth, Fred Espen
52
Cui, Zhenyu
51
Takahashi, Akihiko
51
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Fabozzi, Frank J.
41
Asai, Manabu
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Elliott, Robert J.
36
Gao, Jiti
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
Račev, Svetlozar T.
33
Wong, Hoi Ying
33
Stein, Jerome L.
32
Carr, Peter
31
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
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)
38
Centre for Analytical Finance <Århus>
17
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
Tilburg University, Center for Economic Research
11
Springer Fachmedien Wiesbaden
9
Department of Economics, University of Washington
6
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
International Monetary Fund
5
Queen Mary College / Department of Economics
5
Tilburg University, School of Economics and Management
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
HWWA Institut für Wirtschaftsforschung
4
Institutionen för Skogsekonomi <Umeå>
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 Economic Research, Universiteit van Tilburg
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
Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
3
EconWPA
3
Econometrics Research Program, Department of Economics
3
European University Institute / Department of Economics
3
Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur
3
HAL
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
University of Western Ontario, Department of Economics
3
Université Paris-Dauphine (Paris IX)
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
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Published in...
All
European journal of operational research : EJOR
730
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
283
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
131
Economics letters
127
Physica A: Statistical Mechanics and its Applications
126
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
The European Physical Journal B - Condensed Matter and Complex Systems
110
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
Working paper
81
Annals of operations research
80
Economic modelling
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
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Source
All
ECONIS (ZBW)
19,173
RePEc
561
USB Cologne (EcoSocSci)
106
EconStor
31
BASE
25
Other ZBW resources
24
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1581
Skewness-based test diagnosis of technical inefficiency in spatial autoregressive stochastic frontier models
Deng, Ming-Yu
;
Kutlu, Levent
;
Wang, Mingxi
- In:
Journal of productivity analysis : an official journal …
62
(
2024
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10015120936
Saved in:
1582
Catastrophe risk in a stochastic multi-population mortality model
Robben, Jens
;
Antonio, Katrien
- In:
The journal of risk & insurance
91
(
2024
)
3
,
pp. 599-651
Persistent link: https://www.econbiz.de/10015121184
Saved in:
1583
Conditions for extrapolating differences in consumption to differences in welfare
Zhao, Wei
;
Kaplan, David M.
- In:
Economic inquiry
62
(
2024
)
3
,
pp. 1090-1104
Persistent link: https://www.econbiz.de/10015123740
Saved in:
1584
Multi-stage distributionally robust convex stochastic optimization with Bayesian-type ambiguity sets
Ma, Wentao
;
Chen, Zhiping
- In:
Mathematical methods of operations research : ZOR
100
(
2024
)
2
,
pp. 553-600
Persistent link: https://www.econbiz.de/10015126912
Saved in:
1585
Assessing stochastic dominance of downside and upside financial risk profiles using the block maxima method in extreme value theory
Li, Simon
- In:
Journal of risk management in financial institutions
17
(
2024
)
4
,
pp. 426-438
Persistent link: https://www.econbiz.de/10015108313
Saved in:
1586
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning
Bâra, Adela
;
Oprea, Simona-Vasilica
- In:
Journal of forecasting
43
(
2024
)
5
,
pp. 1173-1198
Persistent link: https://www.econbiz.de/10015108365
Saved in:
1587
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei
;
Zhang, Weiguo
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 1936-1955
Persistent link: https://www.econbiz.de/10015110342
Saved in:
1588
An infinite hidden Markov model with stochastic volatility
Li, Chenxing
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of forecasting
43
(
2024
)
6
,
pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
Saved in:
1589
Functional volatility forecasting
Tan, Yingwen
;
Tan, Zhensi
;
Tang, Yinfen
;
Zhang, Zhiyuan
- In:
Journal of forecasting
43
(
2024
)
8
,
pp. 3009-3034
Persistent link: https://www.econbiz.de/10015110595
Saved in:
1590
Closed-form formulae for variance and volatility swaps under stochastic volatility with stochastic liquidity risks
Lin, Sha
;
He, Xin-Jiang
- In:
The journal of futures markets
44
(
2024
)
8
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10015110668
Saved in:
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