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~subject:"Stochastic process"
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Subject
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Stochastic process
Theorie
731,406
Theory
716,496
Schätzung
35,803
Estimation
35,062
Welt
33,892
World
33,275
USA
32,100
United States
30,715
Risiko
26,099
Risk
25,891
Geldpolitik
24,318
Deutschland
23,784
Monetary policy
23,510
Portfolio-Management
23,262
Portfolio selection
23,060
Germany
22,334
Mathematische Optimierung
20,354
Mathematical programming
20,242
Stochastischer Prozess
19,624
Prognoseverfahren
17,852
Forecasting model
17,578
Wirtschaftswachstum
16,739
Economic growth
16,076
Zeitreihenanalyse
15,199
Time series analysis
14,801
Volatilität
14,691
Volatility
14,424
Börsenkurs
14,270
Share price
14,057
Spieltheorie
12,774
Konsumentenverhalten
12,772
Schätztheorie
12,662
Consumer behaviour
12,625
Einkommensverteilung
12,466
Experiment
12,280
Estimation theory
12,260
Income distribution
12,090
Game theory
12,042
Innovation
11,982
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Free
6,173
Undetermined
6,016
CC license
332
Type of publication
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Article
11,727
Book / Working Paper
7,442
Journal
8
Type of publication (narrower categories)
All
Article in journal
10,798
Aufsatz in Zeitschrift
10,798
Graue Literatur
3,051
Non-commercial literature
3,051
Arbeitspapier
2,983
Working Paper
2,983
Aufsatz im Buch
744
Book section
744
Hochschulschrift
447
Thesis
337
Lehrbuch
118
Textbook
107
Conference paper
93
Konferenzbeitrag
93
Collection of articles of several authors
90
Sammelwerk
90
Collection of articles written by one author
61
Sammlung
61
Aufsatzsammlung
59
Konferenzschrift
47
Forschungsbericht
40
Bibliografie enthalten
37
Bibliography included
37
Amtsdruckschrift
28
Government document
28
Conference proceedings
21
Systematic review
16
Übersichtsarbeit
16
Festschrift
10
Mikroform
10
Case study
9
Einführung
9
Fallstudie
9
Reprint
8
Glossar enthalten
6
Glossary included
6
Handbook
6
Handbuch
6
Nachschlagewerk
6
Reference book
6
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English
18,759
German
317
Undetermined
59
French
21
Polish
10
Russian
5
Spanish
5
Italian
3
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Portuguese
1
Romanian
1
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Author
All
McAleer, Michael
93
Phillips, Peter C. B.
79
Koopman, Siem Jan
74
Sethi, Suresh
64
Ferrari, Giorgio
59
Chiarella, Carl
56
Platen, Eckhard
56
Cui, Zhenyu
51
Madan, Dilip B.
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Asai, Manabu
40
Fabozzi, Frank J.
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Gao, Jiti
37
Elliott, Robert J.
36
Todorov, Viktor
36
Escobar, Marcos
35
Gil-Alaña, Luis A.
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Zhang, Qing
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Stein, Jerome L.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Carr, Peter
29
Schenk-Hoppé, Klaus Reiner
28
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Institution
All
National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
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
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
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
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
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Published in...
All
European journal of operational research : EJOR
733
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
Finance and stochastics
245
Operations research
215
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
143
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Finance research letters
109
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
Annals of operations research
80
Economic modelling
80
Working paper
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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Source
All
ECONIS (ZBW)
19,116
RePEc
59
Other ZBW resources
2
Showing
1
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of
19,177
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date (oldest first)
1
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
2
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
3
Stochastic upper bounds for present value functions
Goovaerts, Marc J.
;
Dhaene, Jan
;
De Schepper, Ann
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001534101
Saved in:
4
On rational bubbles and fat tails
Lux, Thomas
;
Sornette, Didier
-
1999
Persistent link: https://www.econbiz.de/10001454330
Saved in:
5
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
6
Empirical process of the squared residuals of an ARCH sequence
Horváth, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
Saved in:
7
The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G.
-
2000
Persistent link: https://www.econbiz.de/10001488555
Saved in:
8
Models for variable-stress accelerated life testing experiments based on Wiener processes and the inverse Gaussian distribution
Doksum, Kjell A.
;
Høyland, Arnljot
-
1989
Persistent link: https://www.econbiz.de/10000774179
Saved in:
9
On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo
;
Salonen, Hannu
-
1996
Persistent link: https://www.econbiz.de/10000946771
Saved in:
10
The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F.
- In:
The financial review : the official publication of the …
20
(
1985
)
4
,
pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
Saved in:
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