//--> //--> //--> //-->
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
~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of empirical finance"
~subject:"Zeitreihenanalyse"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Stochastic process
154
Stochastischer Prozess
154
Volatility
82
Volatilität
82
Theorie
66
Theory
66
Estimation
42
Schätzung
42
Time series analysis
33
Bayes-Statistik
24
Bayesian inference
24
Option pricing theory
24
Optionspreistheorie
24
Forecasting model
22
Prognoseverfahren
22
ARCH model
21
ARCH-Modell
21
Oil price
20
Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Commodity derivative
18
Rohstoffderivat
18
Stochastic volatility
18
State space model
16
Zustandsraummodell
16
Markov chain
15
Markov-Kette
15
Capital income
14
Electricity price
14
Kapitaleinkommen
14
Strompreis
14
VAR model
14
VAR-Modell
14
Estimation theory
13
Risiko
13
Risk
13
more ...
less ...
Online availability
All
Free
14
Undetermined
10
Type of publication
All
Article
19
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
5
Working Paper
5
Language
All
English
33
Author
All
Chan, Joshua
9
Benth, Fred Espen
3
Strachan, Rodney W.
2
Zhang, Bo
2
Abrell, Jan
1
Bao Hoang Nguyen
1
Chan, Joshua C. C.
1
Che Mohd Imran Che Taib
1
Creel, Michael D.
1
Cross, Jamie L.
1
Davidson, James E. H.
1
DiLellio, James A.
1
Diewald, Laszlo
1
Doucet, Arnaud
1
Dyer, James S.
1
Eisenstat, Eric
1
Fernández González, Paula
1
García Mirantes, Andrés
1
Grassi, Stefano
1
Görtz, Christoph
1
Hahn, Warren J.
1
Harvey, David I.
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Ignatieva, Ekaterina
1
Janus, Paweł
1
Klüppelberg, Claudia
1
Koop, Gary
1
Koopman, Siem Jan
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Kristensen, Dennis
1
Landajo, Manuel
1
Langrock, Roland
1
Leybourne, Stephen James
1
León-González, Roberto
1
Li, Xiaoyu
1
Liu, Peng
1
Lucas, André
1
MacDonald, Iain L.
1
more ...
less ...
Published in...
All
CAMA working paper series
Energy economics
Journal of empirical finance
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
Working paper
15
Computational economics
14
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
2
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
3
Real-time forecasting of the Australian macroeconomy using flexible Bayesian VARs
Zhang, Bo
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012533936
Saved in:
4
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
5
A stochastic study of carbon emission reduction from electrification and interconnecting cable utilization : the Norway and Germany case
Schrader, Simon Elias
;
Benth, Fred Espen
- In:
Energy economics
114
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013477471
Saved in:
6
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
7
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224435
Saved in:
8
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
9
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Eisenstat, Eric
;
Hou, Chenghan
;
Koop, Gary
-
2018
Persistent link: https://www.econbiz.de/10012202274
Saved in:
10
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->