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~isPartOf:"CAMA working paper series"
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastic process"
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Zeitreihenanalyse
Stochastic process
158
Stochastischer Prozess
158
Volatility
84
Volatilität
84
Theorie
69
Theory
69
Estimation
38
Schätzung
38
Time series analysis
29
Bayes-Statistik
27
Bayesian inference
27
Option pricing theory
26
Optionspreistheorie
26
Forecasting model
25
Prognoseverfahren
25
stochastic volatility
21
Oil price
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Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
ARCH model
18
ARCH-Modell
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Monte Carlo simulation
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17
State space model
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Zustandsraummodell
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Commodity derivative
15
Rohstoffderivat
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Electricity price
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Strompreis
14
Stochastic volatility
13
VAR model
13
VAR-Modell
13
Markov chain
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Markov-Kette
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Risiko
12
Risk
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11
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14
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5
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English
29
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Chan, Joshua
9
Benth, Fred Espen
3
Klüppelberg, Claudia
2
Strachan, Rodney W.
2
Zhang, Bo
2
Abrell, Jan
1
Bao Hoang Nguyen
1
Bollerslev, Tim
1
Chan, Joshua C. C.
1
Che Mohd Imran Che Taib
1
Cross, Jamie L.
1
DiLellio, James A.
1
Doucet, Arnaud
1
Dyer, James S.
1
Eisenstat, Eric
1
Fernández González, Paula
1
Gagliardini, Patrick
1
García Mirantes, Andrés
1
Ghysels, Eric
1
Görtz, Christoph
1
Hahn, Warren J.
1
Haug, Stephan
1
Herwartz, Helmut
1
Hou, Chenghan
1
Hsiao, Cody Y. L.
1
Härdle, Wolfgang
1
Ignatieva, Ekaterina
1
Jacquier, Eric
1
Koop, Gary
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
León-González, Roberto
1
Litvinova, Julia
1
Mertens, Elmar
1
Mijatovi´c, Aleksandar
1
Müller, Gernot
1
Nason, James Michael
1
Neumann, Anne
1
Okou, Cédric
1
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CAMA working paper series
Energy economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Journal of empirical finance
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
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
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ECONIS (ZBW)
29
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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:
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