//--> //--> //--> //-->
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
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"Kansantaloustieteen Laitos <Helsinki>"
~subject:"Theory"
~subject:"Time series analysis"
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:"Stochastic+process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
Time series analysis
Stochastic process
25
Stochastischer Prozess
25
Theorie
16
Volatility
7
Volatilität
7
Option pricing theory
4
Optionspreistheorie
4
Decomposition method
3
Dekompositionsverfahren
3
Statistical distribution
3
Statistische Verteilung
3
Cointegration
2
Kointegration
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Zeitreihenanalyse
2
Analysis
1
Autocorrelation
1
Autokorrelation
1
Black-Scholes model
1
Black-Scholes-Modell
1
Dynamic equilibrium
1
Dynamic programming
1
Dynamische Optimierung
1
Dynamisches Gleichgewicht
1
Elementarschadenversicherung
1
Experiment
1
Financial management theory
1
Finanzierungstheorie
1
Forecast
1
Forest economics
1
Forest harvest
1
Forstökonomie
1
Holzeinschlag
1
Incomplete market
1
Interest rate
1
Martingal
1
Martingale
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
13
Non-commercial literature
13
Language
All
English
18
Author
All
Barndorff-Nielsen, Ole E.
6
Shephard, Neil G.
3
Sørensen, Michael
2
Alvarez, Luis H. R.
1
Bibby, Bo Martin
1
Di Miscia, Orazio
1
Evans, George W.
1
Honkapohja, Seppo
1
Kleibergen, Frank
1
Koskela, Erkki
1
Levendorskij, Sergej Z.
1
Listes, Ovidiu
1
Nicolato, Elisa
1
Paap, Richard
1
Shepard, Neil
1
Skovgaard, Ib Michael
1
Stelzer, Robert
1
Sørensen, Helle
1
Teunter, Ruud H.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Zhang, Shuzhong
1
Ørregaard Nielsen, Morten
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Econometrisch Instituut <Rotterdam>
Kansantaloustieteen Laitos <Helsinki>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
National Bureau of Economic Research
38
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Econometric Institute research papers
4
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
2
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Determining optimal disassembly and recovery strategies
Teunter, Ruud H.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969408
Saved in:
2
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
3
On the tree-cutting problem under interest rate and timber value uncertainty
Alvarez, Luis H. R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001798086
Saved in:
4
The E-Correspondence principle
Evans, George W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001839285
Saved in:
5
An interior-point and decomposition approach to multiple stage stochastic programming
Zhang, Shuzhong
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701889
Saved in:
6
A decomposition approach to a stochastic model for supply-and-return network design
Listes, Ovidiu
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001722267
Saved in:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Impact of jumps on returns and realised variances : econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491746
Saved in:
9
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002106417
Saved in:
10
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->