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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Journal of econometrics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
3,182
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3,182
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369
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369
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339
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Phillips, Peter C. B.
7
Yu, Jun
6
McAleer, Michael
4
Wälde, Klaus
4
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3
Renault, Eric
3
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2
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2
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2
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2
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2
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2
Horváth, Lajos
2
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2
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2
Jin, Sainan
2
Koop, Gary
2
Lieberman, Offer
2
Linton, Oliver
2
Maheu, John M.
2
Poon, Aubrey
2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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CESifo Working Paper Series
Journal of econometrics
European journal of operational research : EJOR
444
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
124
International journal of theoretical and applied finance
116
Operations research
114
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
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79
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75
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72
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71
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62
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55
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54
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52
Transportation research / E : an international journal
52
Economics letters
51
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Omega : the international journal of management science
37
IMA journal of management mathematics
36
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36
CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
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ECONIS (ZBW)
110
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1
On the distribution of augmented Dickey-Fuller statistics in processes with moving average components
Galbraith, John W.
;
Zinde-Walsh, Victoria
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001406636
Saved in:
2
Uniform laws of large numbers and stochastic Lipschitz-continuity
Jong, Robert M. de
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 243-268
Persistent link: https://www.econbiz.de/10001243490
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
7
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
8
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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9
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
10
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
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