//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Time series analysis
44
Zeitreihenanalyse
44
Volatility
24
Volatilität
24
Theorie
22
Theory
22
Estimation
18
Schätzung
18
Börsenkurs
14
Forecasting model
14
Prognoseverfahren
14
Share price
14
Stochastic process
13
Capital income
11
Kapitaleinkommen
11
Estimation theory
10
Schätztheorie
10
ARCH model
7
ARCH-Modell
7
Option pricing theory
7
Optionspreistheorie
7
Realized volatility
7
High-frequency data
5
Market microstructure
5
Marktmikrostruktur
5
Portfolio selection
5
Portfolio-Management
5
Aktienmarkt
4
Autocorrelation
4
Autokorrelation
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Correlation
4
Financial market
4
Finanzmarkt
4
Korrelation
4
Risikomaß
4
Risk measure
4
State space model
4
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Sornette, Didier
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Bayer, Christian
1
Breneis, Simon
1
Campajola, Carlo
1
Cang, Yuquan
1
Chronopoulou, Alexandra
1
Eberlein, Ernst
1
Endres, Sylvia
1
Ferreira, Fernando F.
1
Gatheral, Jim
1
Gerhart, Christoph
1
Jaisson, Thibault
1
Lillo, Fabrizio
1
Liu, Guangying
1
Madan, Dilip B.
1
Perron, Pierre
1
Rosenbaum, Mathieu
1
Silva, A. Christian
1
Spiliopoulos, Konstantinos
1
Stübinger, Johannes
1
Tantari, Daniele
1
Varneskov, Rasmus Tangsgaard
1
Wang, King
1
Xiang, Jing
1
Yen, Ju-Yi
1
Zitelli, G. L.
1
more ...
less ...
Published in...
All
Quantitative finance
Journal of econometrics
81
Discussion paper / Tinbergen Institute
50
Econometric reviews
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric theory
24
Working paper
22
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Economics letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
CAMA working paper series
14
Computational economics
14
Cowles Foundation discussion paper
14
Econometrics : open access journal
14
International journal of forecasting
14
SFB 649 discussion paper
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Journal of empirical finance
12
The econometrics journal
12
Applied economics letters
11
CREATES research paper
11
Journal of risk and financial management : JRFM
11
Discussion papers of interdisciplinary research project 373
10
Journal of economic dynamics & control
10
Risks : open access journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Tinbergen Institute Discussion Paper
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Cowles Foundation Discussion Paper
8
Journal of financial econometrics
8
Journal of forecasting
8
LSE STICERD Research Paper
8
Research paper series / Swiss Finance Institute
8
Cambridge working papers in economics
7
Discussion paper / Center for Economic Research, Tilburg University
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
Saved in:
2
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
3
Detailed study of a moving average trading rule
Ferreira, Fernando F.
;
Silva, A. Christian
;
Yen, Ju-Yi
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212
Saved in:
4
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
5
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
6
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
7
Random matrix models for datasets with fixed time horizons
Zitelli, G. L.
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 769-781
Persistent link: https://www.econbiz.de/10012262618
Saved in:
8
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
9
Unveiling the relation between herding and liquidity with trader lead-lag networks
Campajola, Carlo
;
Lillo, Fabrizio
;
Tantari, Daniele
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1765-1778
Persistent link: https://www.econbiz.de/10012313511
Saved in:
10
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->