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~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"The Canadian journal of economics"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
3,075
Theory
3,075
Estimation theory
419
Schätztheorie
419
Time series analysis
378
Zeitreihenanalyse
378
Estimation
299
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198
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198
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Phillips, Peter C. B.
7
Yu, Jun
6
Härdle, Wolfgang
5
McAleer, Michael
4
Meyer-Gohde, Alexander
4
Belomestny, Denis
3
Bibinger, Markus
3
Chan, Joshua
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Reiß, Markus
3
Renault, Eric
3
Söhl, Jakob
3
Arvanitis, Stelios
2
Asai, Manabu
2
Boswijk, Herman Peter
2
Gapeev, Pavel V.
2
Gonzalo, Jesús
2
Gouriéroux, Christian
2
Griffin, J. E.
2
Horváth, Lajos
2
Hu, Ling
2
Jensen, Mark J.
2
Jin, Sainan
2
Jirak, Moritz
2
Koop, Gary
2
Kupper, Michael
2
Lan, Hong
2
Lieberman, Offer
2
Linton, Oliver
2
Maheu, John M.
2
Neuhoff, Daniel
2
Ou, Yangguoyi
2
Poon, Aubrey
2
Post, Thomas
2
Rice, Gregory
2
Schoenmakers, John
2
Shephard, Neil G.
2
Steel, Mark F. J.
2
Tauchen, George Eugene
2
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Journal of econometrics
SFB 649 discussion paper
The Canadian journal of economics
European journal of operational research : EJOR
467
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
134
International journal of production research
124
International journal of theoretical and applied finance
122
Operations research
117
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Mathematics of operations research
79
International journal of production economics
75
Journal of economic dynamics & control
74
Discussion paper / Tinbergen Institute
72
Risks : open access journal
66
INFORMS journal on computing : JOC
62
Econometric reviews
57
Journal of economic theory
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
53
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Economics letters
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Computational economics
44
Discussion papers of interdisciplinary research project 373
44
Econometric theory
42
Economic modelling
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
SpringerLink / Bücher
39
Annals of operations research
37
IMA journal of management mathematics
37
Omega : the international journal of management science
37
Working paper / National Bureau of Economic Research, Inc.
36
Applied mathematical finance
35
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)
147
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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
Saved in:
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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