//--> //--> //--> //-->
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:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic theory"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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
Search: subject_exact:"Stochastisches Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Mortality
Risiko
Theorie
Stochastic process
185
Stochastischer Prozess
185
Theory
130
Volatility
38
Volatilität
38
Estimation theory
24
Schätztheorie
24
Option pricing theory
20
Optionspreistheorie
20
Time series analysis
20
Zeitreihenanalyse
20
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Estimation
16
Schätzung
16
CAPM
13
Bayes-Statistik
11
Bayesian inference
11
Risk
11
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Analysis
9
Mathematical analysis
9
Börsenkurs
8
Modellierung
8
Overlapping Generations
8
Overlapping generations
8
Scientific modelling
8
Share price
8
Yield curve
8
Zinsstruktur
8
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Experiment
7
Learning process
6
Lernprozess
6
Markov chain
6
Markov-Kette
6
more ...
less ...
Online availability
All
Free
78
Undetermined
14
Type of publication
All
Book / Working Paper
78
Article
59
Type of publication (narrower categories)
All
Arbeitspapier
78
Working Paper
78
Graue Literatur
74
Non-commercial literature
74
Article in journal
59
Aufsatz in Zeitschrift
59
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
137
Author
All
Podolskij, Mark
10
Härdle, Wolfgang
6
Barndorff-Nielsen, Ole E.
5
Veraart, Almut E. D.
5
Meyer-Gohde, Alexander
4
Pakkanen, Mikko S.
4
Belomestny, Denis
3
Bibinger, Markus
3
Chattopadhyay, Subir Kumar
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Post, Thomas
3
Reiß, Markus
3
Söhl, Jakob
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Bennedsen, Mikkel
2
Benth, Fred Espen
2
Christensen, Kim
2
Gale, Douglas
2
Gapeev, Pavel V.
2
Grassi, Stefano
2
Hanewald, Katja
2
Jaśkiewicz, Anna
2
Jirak, Moritz
2
Kristensen, Dennis
2
Kupper, Michael
2
Lan, Hong
2
Lunde, Asger
2
Montrucchio, Luigi
2
Neuhoff, Daniel
2
Ou, Yangguoyi
2
Proietti, Tommaso
2
Riedel, Frank
2
Rosenthal, Robert W.
2
Schoenmakers, John
2
Stewart, Colin
2
Todorov, Viktor
2
Trabs, Mathias
2
more ...
less ...
Published in...
All
SFB 649 discussion paper
CREATES research paper
Journal of economic theory
European journal of operational research : EJOR
447
Insurance / Mathematics & economics
189
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
128
International journal of theoretical and applied finance
120
Operations research
117
Journal of econometrics
107
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
82
International journal of production economics
77
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
71
INFORMS journal on computing : JOC
63
Econometric reviews
57
Quantitative finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Economics letters
53
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Computational economics
45
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Omega : the international journal of management science
39
Scandinavian actuarial journal
39
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
NBER Working Paper
36
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Bayesian social aggregation with accumulating evidence
Pivato, Marcus
- In:
Journal of economic theory
200
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013192721
Saved in:
3
New formulations of ambiguous volatility with an application to optimal dynamic contracting
Hansen, Peter G.
- In:
Journal of economic theory
199
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013193348
Saved in:
4
Stochastic choice and rational inattention
Lin, Yi-Hsuan
- In:
Journal of economic theory
202
(
2022
),
pp. 1-43
Persistent link: https://www.econbiz.de/10013373398
Saved in:
5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
6
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
7
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
8
A general theory of risk apportionment
Gollier, Christian
- In:
Journal of economic theory
192
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012805415
Saved in:
9
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
10
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->