//--> //--> //--> //-->
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"
~subject:"Bayes-Statistik"
~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
Bayes-Statistik
Zeitreihenanalyse
Stochastic process
111
Stochastischer Prozess
111
Volatility
52
Volatilität
52
Theorie
44
Theory
44
Estimation
29
Schätzung
29
Time series analysis
23
Bayesian inference
22
Oil price
20
Ölpreis
20
Electric power industry
19
Elektrizitätswirtschaft
19
Option pricing theory
19
Optionspreistheorie
19
Forecasting model
18
Prognoseverfahren
18
Commodity derivative
15
Rohstoffderivat
15
Electricity price
14
State space model
14
Strompreis
14
Zustandsraummodell
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Stochastic volatility
13
VAR model
13
VAR-Modell
13
ARCH model
11
ARCH-Modell
11
Welt
11
World
11
stochastic volatility
11
Energiemarkt
10
Energy market
10
Greenhouse gas emissions
10
Markov chain
10
more ...
less ...
Online availability
All
Free
20
Undetermined
10
Type of publication
All
Book / Working Paper
20
Article
15
Type of publication (narrower categories)
All
Graue Literatur
20
Non-commercial literature
20
Article in journal
15
Aufsatz in Zeitschrift
15
Arbeitspapier
9
Working Paper
9
Language
All
English
35
Author
All
Chan, Joshua
13
Benth, Fred Espen
3
Eisenstat, Eric
3
Strachan, Rodney W.
3
Cross, Jamie L.
2
Grant, Angelia L.
2
Hou, Chenghan
2
Mertens, Elmar
2
Nason, James Michael
2
Zhang, Bo
2
Abrell, Jan
1
Ausín, M. Concepción
1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Chan, Joshua C. C.
1
Che Mohd Imran Che Taib
1
Chen, Liyuan
1
DiLellio, James A.
1
Doucet, Arnaud
1
Dyer, James S.
1
Fernández González, Paula
1
Galeano, Pedro
1
García Mirantes, Andrés
1
Gonzalez, Jhonny
1
Gonzato, Luca
1
Görtz, Christoph
1
Hahn, Warren J.
1
Haque, Qazi
1
Hsiao, Cody Y. L.
1
Ignatieva, Ekaterina
1
Klüppelberg, Claudia
1
Koop, Gary
1
Kostrzewska, Jadwiga
1
Kostrzewski, Maciej
1
Landajo, Manuel
1
León-González, Roberto
1
Liu, Qingfu
1
Magnusson, Leandro M.
1
Moriarty, John
1
Müller, Gernot
1
more ...
less ...
Published in...
All
CAMA working paper series
Energy economics
Journal of econometrics
83
Discussion paper / Tinbergen Institute
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Econometric reviews
38
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Econometric theory
23
Economics letters
21
European journal of operational research : EJOR
21
Working paper
20
Economic modelling
19
Computational economics
18
International journal of forecasting
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
15
CREATES research paper
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
SFB 649 discussion paper
13
Journal of risk and financial management : JRFM
12
Applied economics letters
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of banking & finance
11
Journal of economic dynamics & control
11
Journal of empirical finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Journal of applied econometrics
10
CAMA Working Paper
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of financial econometrics
9
Quantitative economics : QE ; journal of the Econometric Society
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Federal Reserve Bank of Cleveland working paper series
8
International journal of theoretical and applied finance
8
Journal of the American Statistical Association : JASA
8
Macroeconomic dynamics
8
Risks : open access journal
8
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
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
Empirical evidence on the dynamics of investment under uncertainty in the US
Haque, Qazi
;
Magnusson, Leandro M.
;
Tomioka, Kazuki
-
2019
Persistent link: https://www.econbiz.de/10012224674
Saved in:
10
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->