//--> //--> //--> //-->
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:"Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir"
~subject:"Economic convergence"
~subject:"Electricity price"
~subject:"Estimation"
~subject:"Welt"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Economic convergence
Electricity price
Estimation
Welt
Stochastic process
113
Stochastischer Prozess
113
Volatility
54
Volatilität
54
Theorie
45
Theory
45
Schätzung
31
Time series analysis
24
Zeitreihenanalyse
24
Bayes-Statistik
23
Bayesian inference
23
Oil price
20
Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
Forecasting model
19
Option pricing theory
19
Optionspreistheorie
19
Prognoseverfahren
19
Commodity derivative
15
Rohstoffderivat
15
Strompreis
15
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
State space model
14
VAR model
14
VAR-Modell
14
Zustandsraummodell
14
Stochastic volatility
13
ARCH model
11
ARCH-Modell
11
Markov chain
11
Markov-Kette
11
World
11
stochastic volatility
11
Energiemarkt
10
Energy market
10
more ...
less ...
Online availability
All
Undetermined
25
Free
18
Type of publication
All
Article
35
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
7
Working Paper
7
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
53
Author
All
Chan, Joshua
8
Nason, James Michael
3
Cross, Jamie L.
2
Eisenstat, Eric
2
Haque, Qazi
2
Magnusson, Leandro M.
2
Mertens, Elmar
2
Müller, Gernot
2
Schmeck, Maren Diane
2
Strachan, Rodney W.
2
Zhang, Bo
2
Abate, Arega Getaneh
1
Abrell, Jan
1
Ambrosius, Mirjam
1
Andriosopoulos, Kostas
1
Arouri, Mohamed
1
Awaworyi Churchill, Sefa
1
Badunenko, Oleg
1
Bai, Dingchuan
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Benth, Fred Espen
1
Bertsch, Valentin
1
Borovkova, Svetlana
1
Boubaker, Sabri
1
Cartea, Álvaro
1
Chiarella, Carl
1
Cho, Hoon
1
Chun, Dohyun
1
Czado, Claudia
1
Doucet, Arnaud
1
Egerer, Jonas
1
Fallahi, Firouz
1
Fernández González, Paula
1
Fu, Bowen
1
Galeotti, Marzio
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
González-Pedraz, Carlos
1
Grimm, Veronika
1
more ...
less ...
Published in...
All
CAMA working paper series
Energy economics
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
Journal of econometrics
49
Econometric reviews
28
Working paper
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economic modelling
23
Applied economics
20
Discussion paper / Tinbergen Institute
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of banking & finance
18
Journal of applied econometrics
14
Journal of empirical finance
13
Applied economics letters
12
Economics letters
12
European journal of operational research : EJOR
12
International journal of forecasting
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of futures markets
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Research paper series / Swiss Finance Institute
11
Econometrics : open access journal
10
Journal of productivity analysis
10
SFB 649 discussion paper
10
CREATES research paper
9
Discussion paper
9
Finance research letters
9
International journal of theoretical and applied finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of financial economics
9
NBER Working Paper
9
NBER working paper series
9
Quantitative finance
9
Discussion paper series / IZA
8
Econometric Institute research papers
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of economic dynamics & control
8
Journal of financial econometrics
8
Macroeconomic dynamics
8
Working paper / National Bureau of Economic Research, Inc.
8
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
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
Forecasting oil prices : can large BVARs help?
Bao Hoang Nguyen
;
Zhang, Bo
-
2022
Persistent link: https://www.econbiz.de/10013478800
Saved in:
3
UK inflation forecasts since the thirteenth century
Nason, James Michael
;
Smith, Gregor W.
-
2021
Persistent link: https://www.econbiz.de/10012585992
Saved in:
4
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
5
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:
6
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:
7
Toward carbon peaking and neutralization : The heterogeneous stochastic convergence of CO2 emissions and the role of digital inclusive finance
Xie, Qichang
;
Ma, Di
;
Raza, Muhammad Yousaf
;
Tang, Songlin
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484441
Saved in:
8
US shocks and the uncovered interest rate parity
Li, Mengheng
;
Fu, Bowen
-
2020
Persistent link: https://www.econbiz.de/10012533932
Saved in:
9
Uncertainty shocks and inflation dynamics inthe U.S.
Haque, Qazi
;
Magnusson, Leandro M.
-
2020
Persistent link: https://www.econbiz.de/10012534337
Saved in:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->