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Stochastic process
Theorie
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McAleer, Michael
93
Phillips, Peter C. B.
79
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74
Sethi, Suresh
64
Ferrari, Giorgio
60
Chiarella, Carl
56
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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
Gil-Alaña, Luis A.
36
Todorov, Viktor
36
Escobar, Marcos
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
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28
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Bonn Graduate School of Economics
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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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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European journal of operational research : EJOR
745
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
104
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
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Scandinavian actuarial journal
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ECONIS (ZBW)
19,159
RePEc
59
Other ZBW resources
2
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1
Stochastic multivariate mixture covariance model
So, Mike Ka-pui
;
Li, Raymond W. M.
;
Asai, Manabu
;
Jiang, Yue
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 139-155
Persistent link: https://www.econbiz.de/10011729126
Saved in:
2
Multivariate rough
volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
Saved in:
3
Proximity-structured multivariate
volatility
models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
4
Multivariate periodic stochastic
volatility
models : applications to Algerian dinar exchange rates and oil prices modeling
Boussaha, Nadia
;
Hamdi, Faycal
;
Souam, Saïd
-
2018
Persistent link: https://www.econbiz.de/10012240489
Saved in:
5
The multivariate fractional Ornstein-Uhlenbeck process
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015084279
Saved in:
6
Models and priors for multivariate stochastic
volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
7
Novel techniques for Bayesian inference in univariate and multivariate stochastic
volatility
models
Tsionas, Mike G.
-
2022
In this paper we exploit properties of the likelihood function of the stochastic
volatility
model to show that it can …
Persistent link: https://www.econbiz.de/10014084542
Saved in:
8
The economic drivers of
volatility
and uncertainty
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
-
2020
Persistent link: https://www.econbiz.de/10012301117
Saved in:
9
Flexible modeling of dependence in
volatility
processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
10
Modelling the
volatility
of commodities prices using a stochastic
volatility
model with random level shifts
Alvaro, Dennis
;
Guillén, Ángel
;
Rodriguez, Gabriel
- In:
Review of world economics
153
(
2017
)
1
,
pp. 71-103
Persistent link: https://www.econbiz.de/10011889303
Saved in:
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