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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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Free
6,365
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6,329
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325
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Article
12,067
Book / Working Paper
7,835
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10
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8
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Article in journal
10,795
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10,795
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3,050
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3,050
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2,994
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2,978
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740
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740
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463
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351
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126
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114
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96
Sammelwerk
96
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93
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93
Aufsatzsammlung
63
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62
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62
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55
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41
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40
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40
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28
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28
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24
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21
research-article
18
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16
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16
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14
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13
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13
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10
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9
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9
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8
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English
18,959
Undetermined
540
German
371
French
23
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11
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11
Russian
5
Italian
3
Swedish
2
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1
Ancient Greek (to 1453)
1
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1
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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
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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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19,081
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19081
Testing for the presence of a random walk in series with structural breaks
Busetti, Fabio
;
Harvey, Andrew C.
-
1998
Persistent link: https://www.econbiz.de/10000997040
Saved in:
19082
The forecasting and policy system : stochastic simulations of the core model
Drew, Aaron
;
Hunt, Benjamin F.
-
1998
Persistent link: https://www.econbiz.de/10000997312
Saved in:
19083
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
19084
New unit root asymptotics in the presence of deterministic trends
Phillips, Peter C. B.
-
1998
Persistent link: https://www.econbiz.de/10000997933
Saved in:
19085
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
19086
On stationary solutions of delay differential equations driven by a Lévy process
Gushchin, Alexander A.
;
Küchler, Uwe
-
1998
Persistent link: https://www.econbiz.de/10000998087
Saved in:
19087
On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
1998
Persistent link: https://www.econbiz.de/10000998119
Saved in:
19088
Discrete-time approximations of the Holmström-Milgrom Brownian-motion model of intertemporal incentive provision
Hellwig, Martin
;
Schmidt, Klaus M.
-
1998
Persistent link: https://www.econbiz.de/10000998173
Saved in:
19089
Fiscal policy, public debt and the term structure of interest rates : a stochastic general equilibrium macroeconomic analysis in continuous-time
Demmel, Roland
-
1998
Persistent link: https://www.econbiz.de/10000998371
Saved in:
19090
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
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