//--> //--> //--> //-->
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:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Volatility"
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:"Markovscher Prozeß"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
Markov chain
277
Markov-Kette
277
Theorie
166
Theory
166
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
39
Mathematische Optimierung
39
Dynamic programming
35
Markov decision process
31
Decision
28
Entscheidung
28
Dynamische Optimierung
26
Inventory model
26
Lagerhaltungsmodell
26
Schätzung
25
Instandhaltung
23
Maintenance policy
23
Queueing theory
21
Warteschlangentheorie
21
Markov processes
20
Lagermanagement
19
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
Warehouse management
19
USA
17
United States
17
Maintenance
16
Forecasting model
15
Prognoseverfahren
15
Bayes-Statistik
14
Bayesian inference
14
Markov decision processes
14
Option pricing theory
14
Optionspreistheorie
14
Volatilität
14
Credit risk
12
Kreditrisiko
12
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
24
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
32
Author
All
Cui, Zhenyu
2
Foroni, Claudia
2
Guidolin, Massimo
2
Kaeck, Andreas
2
Kirkby, J. Lars
2
Marcellino, Massimiliano
2
Nguyen, Duy
2
Pedio, Manuela
2
Alexander, Carol
1
Baldeaux, Jan
1
Bassetti, Federico
1
Bianchi, Francesco
1
Buzzacchi, Matteo
1
Byun, Suk Joon
1
Casarin, Roberto
1
Ceron, Jose A.
1
Collet, Jerome
1
Constant, Amelie
1
Cordis, Adriana S.
1
Dark, Jonathan
1
De Giuli, Maria Elena
1
Dias, José G.
1
Dueker, Michael
1
Escobar, Marcos
1
Forster, Jonathan J.
1
Gabriel, Vasco J.
1
Gadea, María Dolores
1
Gargano, Antonio
1
Giampietro, Marta
1
Guérin, Pierre
1
Ielpo, Florian
1
Ignatieva, Ekaterina
1
Kim, Dongcheol
1
Kirby, Chris
1
Kuck, Konstantin
1
Lando, David
1
Loscos, Ana Gómez
1
Martin, Donald E. K.
1
Martins, Luís Filipe
1
Min, Byoung-Kyu
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
European journal of operational research : EJOR
Journal of banking & finance
Energy economics
40
Journal of econometrics
38
Economic modelling
37
Applied economics
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of empirical finance
24
International journal of forecasting
22
International review of financial analysis
22
The North American journal of economics and finance : a journal of financial economics studies
22
Working paper
22
Applied economics letters
21
Journal of economic dynamics & control
21
Economics letters
19
Finance research letters
19
International review of economics & finance : IREF
16
Macroeconomic dynamics
16
Quantitative finance
16
International journal of finance & economics : IJFE
15
Econometric reviews
14
Journal of forecasting
14
Computational economics
13
International journal of theoretical and applied finance
13
Journal of applied econometrics
13
Review of quantitative finance and accounting
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
The European journal of finance
12
Discussion paper / Tinbergen Institute
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Journal of mathematical finance
10
Journal of risk and financial management : JRFM
10
Research in international business and finance
10
CESifo working papers
9
Journal of macroeconomics
9
SFB 649 discussion paper
9
Working papers
9
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
2
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
3
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
290
(
2021
)
3
,
pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
Saved in:
4
On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.
;
Polemis, Michael
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
Saved in:
5
Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico
;
De Giuli, Maria Elena
;
Nicolino, Enrica
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
Saved in:
6
Estimating stochastic discount factor models with hidden regimes : applications to commodity pricing
Giampietro, Marta
;
Guidolin, Massimo
;
Pedio, Manuela
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 685-702
Persistent link: https://www.econbiz.de/10011811481
Saved in:
7
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
8
The state dependent impact of bank exposure on sovereign risk
Podstawski, Maximilian
;
Velinov, Anton
- In:
Journal of banking & finance
88
(
2018
),
pp. 63-75
Persistent link: https://www.econbiz.de/10011962583
Saved in:
9
Sector spillovers in credit markets
Collet, Jerome
;
Ielpo, Florian
- In:
Journal of banking & finance
94
(
2018
),
pp. 267-278
Persistent link: https://www.econbiz.de/10011966651
Saved in:
10
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 381-400
Persistent link: https://www.econbiz.de/10011785790
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->