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Stochastic process
Zeitreihenanalyse
30,993
Time series analysis
30,576
Theorie
13,870
Theory
13,847
Schätztheorie
6,798
Estimation theory
6,790
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2,088
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1,854
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1,851
Stochastischer Prozess
1,744
Unit root test
1,734
Einheitswurzeltest
1,733
Capital income
1,729
Kapitaleinkommen
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time series
1,465
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Koopman, Siem Jan
42
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
32
Gao, Jiti
30
Chan, Joshua
22
McAleer, Michael
22
Lucas, André
20
Bos, Charles S.
19
Caporale, Guglielmo Maria
18
Blasques, Francisco
16
Yu, Jun
15
Dong, Chaohua
14
Taylor, Robert
14
Asai, Manabu
12
Härdle, Wolfgang
12
Tauchen, George Eugene
12
Marcellino, Massimiliano
11
Clark, Todd E.
10
Li, Jia
10
Todorov, Viktor
10
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Kim, Donggyu
9
Lieberman, Offer
9
Shephard, Neil G.
9
Zhang, Bo
9
Benth, Fred Espen
8
Cavaliere, Giuseppe
8
Lux, Thomas
8
Robinson, Peter M.
8
Strachan, Rodney W.
8
Bauwens, Luc
7
Busetti, Fabio
7
Carriero, Andrea
7
Chambers, Marcus J.
7
Cross, Jamie
7
Gonçalves, Sílvia
7
Lacroix, Renaud
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Lütkepohl, Helmut
7
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
National Bureau of Economic Research
2
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
1
International Statistical Institute
1
Nuffield College
1
One-Day Conference on New Trends in Filtering and Identification of Stochastic Systems <1980, Rotterdam>
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
98
Discussion paper / Tinbergen Institute
50
Econometric reviews
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Econometric theory
27
Economics letters
26
Quantitative finance
24
Computational economics
23
Cowles Foundation discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Economic modelling
18
Econometrics : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper
16
International journal of forecasting
15
Journal of forecasting
15
Journal of empirical finance
14
SFB 649 discussion paper
14
European journal of operational research : EJOR
13
Applied economics letters
12
CAMA working paper series
12
Energy economics
12
Journal of financial econometrics
12
The econometrics journal
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of economic dynamics & control
11
Insurance / Mathematics & economics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
Research paper series / Swiss Finance Institute
10
Applied economics
9
CREATES research paper
9
Cowles Foundation Discussion Paper
9
Discussion papers of interdisciplinary research project 373
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of theoretical and applied finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of banking & finance
8
Risks : open access journal
8
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ECONIS (ZBW)
1,730
RePEc
2
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1
Stochastic growth, taxation policy and welfare cost in an open emerging economy
Chebbi, Ali
- In:
International review of economics : journal of civil economy
62
(
2015
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10010501292
Saved in:
2
Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion
Castellano, Rosella
;
Cerqueti, Roy
;
Spinesi, Luca
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 288-297
Persistent link: https://www.econbiz.de/10011530870
Saved in:
3
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
4
Deep hedging of derivatives using reinforcement learning
Cao, Jay
;
Chen, Jacky
;
Hull, John
;
Poulos, Zissis
- In:
The journal of financial data science
3
(
2021
)
1
,
pp. 10-27
Persistent link: https://www.econbiz.de/10012486250
Saved in:
5
The R&D stochastic component within the "sailing-ship effect"
Filatrella, Giovanni
;
De Liso, Nicola
- In:
Economics of innovation and new technology
30
(
2021
)
7
,
pp. 731-749
Persistent link: https://www.econbiz.de/10012650511
Saved in:
6
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
7
Scoring from pairwise winning indices
Arcidiacono, Sally Giuseppe
;
Corrente, Salvatore
; …
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014320954
Saved in:
8
The cross-shareholding network and risk contagion from stochastic shocks : an investigation based on China’s market
Feng, Yun
;
Li, Xin
- In:
Computational economics
59
(
2022
)
1
,
pp. 357-381
Persistent link: https://www.econbiz.de/10013169012
Saved in:
9
Simulating bivariate stationary processes with scale-specific characteristics
Bašta, Milan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
22
(
2014
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10010401224
Saved in:
10
Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
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