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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Stochastisches Modell"
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Statistical theory
Zeitreihenanalyse
Stochastic process
57
Stochastischer Prozess
57
Theorie
54
Theory
54
Volatility
14
Volatilität
14
Estimation theory
12
Schätztheorie
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Analysis
11
Estimation
11
Mathematical analysis
11
Schätzung
11
Time series analysis
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Börsenkurs
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Share price
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Lag model
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Lag-Modell
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Deutschland
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Germany
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Hedging
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Option pricing theory
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Optionspreistheorie
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Statistical test
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Statistischer Test
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USA
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United States
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Financial economics
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Interest rate
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Kapitalmarkttheorie
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Portfolio selection
4
Portfolio-Management
4
Zins
4
ARCH model
3
ARCH-Modell
3
Consumer demand theory
3
Exchange rate
3
Großbritannien
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Graue Literatur
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12
Working Paper
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English
12
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Gil-Alaña, Luis A.
5
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Cybakov, Aleksandr B.
1
Feldmann, David
1
Föllmer, Hans
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hoffmann, M.
1
Lepskii, Oleg V.
1
Liptser, R.
1
Mercurio, Danilo
1
Schweizer, Martin
1
Wu, Ching-Tang
1
Yor, Marc
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Econometric reviews
29
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
CAMA working paper series
14
Computational economics
14
Working paper
14
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Discussion papers of interdisciplinary research project 373
9
Energy economics
9
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
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
4
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
5
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
6
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
7
A generalized fractional time series model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
8
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
9
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
10
A minimality property of the minimal martingale measure
Schweizer, Martin
-
1998
Persistent link: https://www.econbiz.de/10000168634
Saved in:
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