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~isPartOf:"Applied economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Electricity price"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Stochastic process"
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Electricity price
Estimation
Kapitaleinkommen
Stochastic process
340
Stochastischer Prozess
340
Theorie
156
Theory
156
Volatility
147
Volatilität
147
Time series analysis
90
Zeitreihenanalyse
90
Schätzung
70
Estimation theory
65
Schätztheorie
65
Option pricing theory
50
Optionspreistheorie
50
Stochastic volatility
42
ARCH model
37
ARCH-Modell
37
Bayes-Statistik
31
Bayesian inference
31
Börsenkurs
31
Share price
31
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Statistical distribution
29
Statistische Verteilung
29
Capital income
25
Forecasting model
25
Prognoseverfahren
25
Statistical test
25
Statistischer Test
25
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Einheitswurzeltest
23
Markov chain
23
Markov-Kette
23
Unit root test
23
Derivat
21
Derivative
21
Electric power industry
20
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95
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2
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English
97
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Todorov, Viktor
9
Tauchen, George Eugene
7
Bollerslev, Tim
4
Baum, Christopher F.
3
Li, Jia
3
Müller, Gernot
3
Zerilli, Paola
3
Andersen, Torben
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Chang, Tsangyao
2
Chen, Liyuan
2
Creal, Drew
2
Grynkiv, Iaryna
2
Kim, Donggyu
2
Klüppelberg, Claudia
2
McAleer, Michael
2
Park, Joon Y.
2
Schmeck, Maren Diane
2
Varneskov, Rasmus Tangsgaard
2
Wang, Bin
2
Wang, Yazhen
2
Zhou, Hao
2
Abate, Arega Getaneh
1
Ahsan, Nazmul
1
Amara, Jomana
1
Ambrosius, Mirjam
1
Amengual, Dante
1
Andriosopoulos, Kostas
1
Arbia, Giuseppe
1
Arouri, Mohamed
1
Atkinson, Scott Estes
1
Ausín, M. Concepción
1
Badunenko, Oleg
1
Bandi, Federico M.
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Bondarenko, Oleg
1
Borovkova, Svetlana
1
Boubaker, Sabri
1
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Applied economics letters
Energy economics
Journal of econometrics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Econometric reviews
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Working paper
27
Economic modelling
21
Journal of banking & finance
21
Applied economics
20
Discussion paper / Tinbergen Institute
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of empirical finance
19
Quantitative finance
19
CAMA working paper series
17
Insurance / Mathematics & economics
16
Economics letters
15
Finance research letters
15
International journal of theoretical and applied finance
15
Journal of applied econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
International journal of forecasting
13
NBER working paper series
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Journal of risk and financial management : JRFM
12
NBER Working Paper
12
Research paper series / Swiss Finance Institute
12
The journal of futures markets
12
International review of financial analysis
11
Journal of economic dynamics & control
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of financial economics
11
The European journal of finance
11
Econometrics : open access journal
10
International review of economics & finance : IREF
10
Journal of financial econometrics
10
Working paper / National Bureau of Economic Research, Inc.
10
CREATES research paper
9
Discussion paper
9
Journal of productivity analysis
9
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1
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:
2
Better to grow or better to improve? : measuring environmental efficiency in OECD countries with a stochastic environmental Kuznets frontier (SEKF)
Badunenko, Oleg
;
Galeotti, Marzio
;
Hunt, Lester C.
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438777
Saved in:
3
On the volatility of WTI crude oil prices : a time-varying approach with stochastic volatility
Thai-Ha Le
;
Boubaker, Sabri
;
Manh Tien Bui
;
Park, Donghyun
- In:
Energy economics
117
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014436424
Saved in:
4
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:
5
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:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
8
Risk aversion in multilevel electricity market models with different congestion pricing regimes
Ambrosius, Mirjam
;
Egerer, Jonas
;
Grimm, Veronika
; …
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201742
Saved in:
9
Short-term risk management of electricity retailers under rising shares of decentralized solar generation
Russo, Marianna
;
Kraft, Emil
;
Bertsch, Valentin
;
Keles, …
- In:
Energy economics
109
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013283857
Saved in:
10
Stochastic convergence of per capita greenhouse gas emissions : new unit root tests with breaks and a factor structure
Payne, James E.
;
Lee, Junsoo
;
Islam, Md. Towhidul
; …
- In:
Energy economics
113
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013540483
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