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type:"article"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
7,812
Theory
7,812
Estimation theory
754
Schätztheorie
754
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601
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601
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382
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380
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219
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Phillips, Peter C. B.
8
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6
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4
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3
Renault, Eric
3
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2
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1
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Economics letters
Journal of econometrics
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
European journal of operational research : EJOR
450
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
127
International journal of theoretical and applied finance
116
Operations research
115
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Mathematics of operations research
80
International journal of production economics
75
Journal of economic dynamics & control
72
INFORMS journal on computing : JOC
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Omega : the international journal of management science
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Scandinavian actuarial journal
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OR spectrum : quantitative approaches in management
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Annals of finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of mathematical economics
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
155
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155
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
9
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
10
Non-rationalizable individuals and stochastic rationalizability
Im, Changkuk
;
Rehbeck, John
- In:
Economics letters
219
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013470588
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