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~accessRights:"restricted"
~subject:"Share price"
~subject:"Stochastic process"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Share price
Stochastic process
USA
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1,767
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1,609
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988
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988
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819
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575
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555
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555
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482
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421
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410
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Gupta, Rangan
4
Kim, Young Shin
4
Todorov, Viktor
4
Ackooij, Wim van
3
Avanzi, Benjamin
3
Chang, Kuang-Liang
3
Chowdhury, Shovan
3
Huber, Florian
3
Kabanov, Jurij M.
3
Kundu, Amarjit
3
Li, Jia
3
McAleer, Michael
3
Montes, Ignacio
3
Mozumder, Sharif
3
Wong, Bernard
3
Xu, Dinghai
3
Young, Virginia R.
3
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2
Akira Toda, Alexis
2
Almeida, Caio
2
Andersen, Torben
2
Ardison, Kym
2
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2
Asai, Manabu
2
Asmussen, Søren
2
Bandi, Federico M.
2
Benth, Fred Espen
2
Bera, Anil K.
2
Boubaker, Sabri
2
Božović, Miloš
2
Bunn, Derek W.
2
Cai, Jun
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
Chan, Stephen
2
Chen, Son-nan
2
Choudhry, Taufiq
2
Christoffersen, Peter F.
2
Costola, Michele
2
D'Amico, Guglielmo
2
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Journal of econometrics
28
European journal of operational research : EJOR
27
International journal of theoretical and applied finance
17
Insurance / Mathematics & economics
16
Scandinavian actuarial journal
16
Quantitative finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Computational economics
14
Operations research
14
Finance research letters
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
International journal of forecasting
12
The review of financial studies
12
Applied economics
11
Journal of empirical finance
10
Mathematics of operations research
10
Economic modelling
9
Economics letters
9
Operations research letters
9
Journal of the Operational Research Society
8
Applied mathematical finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Journal of applied econometrics
7
Asia-Pacific financial markets
6
Econometric reviews
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Energy economics
5
Journal of banking & finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of mathematical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Pacific-Basin finance journal
5
The European journal of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance and stochastics
4
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
4
International journal of financial engineering
4
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ECONIS (ZBW)
593
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
On the time and aggregate claim amount until the surplus dropsbelow zero or reaches a safety level in a jump diffusion risk model
Boutsikasa, M. V.
;
Economidesa, D.-J.
;
Vaggelatou, E.
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 64-88
Persistent link: https://www.econbiz.de/10014519936
Saved in:
4
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
7
Analytical formulation for explaining the variations in traffic states : a fundamental diagram modeling perspective with stochastic parameters
Cheng, Qixiu
;
Lin, Yuqian
;
Zhou, Xuesong
;
Liu, Zhiyuan
- In:
European journal of operational research : EJOR
312
(
2024
)
1
,
pp. 182-197
Persistent link: https://www.econbiz.de/10014456251
Saved in:
8
Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie
;
Peng, Shen
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 616-627
Persistent link: https://www.econbiz.de/10014456605
Saved in:
9
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
10
Moment conditions for fractional degree stochastic dominance
Wang, Hongxia
;
Zhou, Lin
;
Dai, Peng-Fei
;
Xiong, Xiong
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013479652
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