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accessRights:"restricted"
~subject:"Kapitaleinkommen"
~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Option pricing theory
Prognoseverfahren
Theory
Zeitreihenanalyse
Markov chain
2,265
Markov-Kette
2,097
Theorie
1,002
Estimation
455
Schätzung
453
Stochastic process
367
Stochastischer Prozess
367
Volatility
358
Volatilität
357
Bayesian inference
241
Bayes-Statistik
240
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235
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231
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211
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201
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170
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170
Capital income
164
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160
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160
Mathematical programming
159
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159
Markov decision process
126
Decision
122
Entscheidung
122
Optionspreistheorie
119
Estimation theory
117
Schätztheorie
117
Portfolio selection
116
Game theory
115
Spieltheorie
115
Portfolio-Management
114
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113
Dynamic programming
113
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113
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Tsionas, Efthymios G.
13
Gupta, Rangan
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Cui, Zhenyu
9
Elliott, Robert J.
9
Serletis, Apostolos
8
Siu, Tak Kuen
8
Casarin, Roberto
7
Cavicchioli, Maddalena
7
Chang, Kuang-Liang
7
Feinberg, Eugene A.
7
Kirkby, J. Lars
7
Li, Lingfei
7
Ma, Feng
7
Nguyen, Duy
7
Xu, Libo
7
Guérin, Pierre
6
Marcellino, Massimiliano
6
Billio, Monica
5
D'Amico, Guglielmo
5
Dimitrakopoulos, Stefanos
5
Goyal, Vineet
5
He, Xin-Jiang
5
Kang, Kyu Ho
5
Lee, Hsiang-Tai
5
Li, Yong
5
Lunday, Brian J.
5
Robbins, Matthew J.
5
Shi, Yanlin
5
Zhang, Gongqiu
5
Zhu, Song-Ping
5
Balcilar, Mehmet
4
Chauvet, Marcelle
4
Chen, Son-nan
4
Ching, Wai Ki
4
Creemers, Stefan
4
Cui, Lirong
4
Dufays, Arnaud
4
Gerlach, Richard
4
Guidolin, Massimo
4
Hainaut, Donatien
4
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Springer Fachmedien Wiesbaden
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European journal of operational research : EJOR
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
Quantitative finance
28
Energy economics
27
International journal of production research
27
Journal of econometrics
27
Operations research
27
Operations research letters
26
Insurance / Mathematics & economics
25
International journal of forecasting
25
Mathematics of operations research
25
Computational economics
24
Journal of economic dynamics & control
24
Economics letters
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Finance research letters
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Applied economics
18
Computers & operations research : and their applications to problems of world concern ; an international journal
18
Discussion paper / Centre for Economic Policy Research
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Economic modelling
16
International journal of theoretical and applied finance
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
International review of economics & finance : IREF
14
International review of financial analysis
14
Journal of empirical finance
14
Operational research : an international journal
14
Journal of forecasting
13
The North American journal of economics and finance : a journal of financial economics studies
13
IMA journal of management mathematics
11
Journal of banking & finance
11
Journal of the Operational Research Society
11
Scandinavian actuarial journal
11
Econometric reviews
10
Applied economics letters
9
Finance and stochastics
9
International journal of financial engineering
9
International journal of production economics
9
Macroeconomic dynamics
9
SpringerLink / Bücher
9
Journal of mathematical finance
8
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ECONIS (ZBW)
1,343
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1
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
2
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
6
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
7
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
8
Another look at the asymmetric relationship between stock returns and trading volume : evidence from the Markov-switching model
Bouattour, Mondher
;
Miloudi, Anthony
- In:
Review of accounting & finance
23
(
2024
)
2
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014512246
Saved in:
9
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
10
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
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