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~isPartOf:"Annals of finance"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Stochastischer Prozess
Theorie
1,794
Theory
1,794
Estimation theory
1,609
Schätztheorie
1,609
Time series analysis
671
Zeitreihenanalyse
671
Nichtparametrisches Verfahren
550
Nonparametric statistics
550
Estimation
496
Schätzung
491
Regression analysis
450
Regressionsanalyse
450
Volatility
377
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377
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326
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326
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306
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306
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249
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249
Method of moments
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180
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175
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175
Capital income
165
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165
Cointegration
162
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161
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152
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152
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151
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283
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Collection of articles written by one author
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2
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Todorov, Viktor
11
Phillips, Peter C. B.
9
Tauchen, George Eugene
8
McAleer, Michael
7
Viens, Frederi G.
6
Yu, Jun
6
Park, Joon Y.
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Elliott, Robert J.
4
Lieberman, Offer
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chan, Joshua
3
Chan, Leunglung
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Leung, Tim
3
Li, Jia
3
Linton, Oliver
3
Marcellino, Massimiliano
3
SenGupta, Indranil
3
Shephard, Neil G.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Xiu, Dacheng
3
Amengual, Dante
2
Angoshtari, Bahman
2
Arvanitis, Stelios
2
Bai, Jushan
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chib, Siddhartha
2
Chronopoulou, Alexandra
2
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Annals of finance
Journal of econometrics
European journal of operational research : EJOR
613
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Operations research
165
Operations research letters
164
International journal of production research
162
Quantitative finance
158
Mathematics of operations research
153
Journal of economic dynamics & control
139
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
102
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
80
Transportation research / E : an international journal
80
INFORMS journal on computing : JOC
79
International journal of financial engineering
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
74
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Omega : the international journal of management science
69
Annals of operations research
66
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
53
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ECONIS (ZBW)
285
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1
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285
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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
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
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
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:
5
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:
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
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
8
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
9
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:
10
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:
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