//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of empirical finance"
~subject:"Capital income"
~subject:"Estimation theory"
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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation theory
Stochastic process
324
Stochastischer Prozess
324
Theorie
209
Theory
209
Volatility
120
Volatilität
120
Option pricing theory
88
Optionspreistheorie
88
Portfolio selection
50
Portfolio-Management
50
Estimation
44
Schätzung
43
Time series analysis
41
Zeitreihenanalyse
41
Schätztheorie
33
Kapitaleinkommen
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Markov chain
25
Markov-Kette
25
Yield curve
22
Zinsstruktur
22
Martingal
21
Martingale
21
ARCH model
19
ARCH-Modell
19
Börsenkurs
19
Share price
19
CAPM
18
Stochastic volatility
18
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Risiko
16
Risk
16
Bayes-Statistik
15
Bayesian inference
15
Multivariate Analyse
14
Multivariate analysis
14
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
56
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Language
All
English
57
Author
All
Fukasawa, Masaaki
2
Koopman, Siem Jan
2
Kristensen, Dennis
2
Lucas, André
2
Santucci de Magistris, Paolo
2
Simar, Léopold
2
Agosto, Arianna
1
Alghalith, Moawia
1
Asai, Manabu
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Bordignon, Silvano
1
Brownlees, Christian
1
Cai, Jun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chan, David
1
Chen, Qiang
1
Coculescu, Delia
1
Costola, Michele
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Diewald, Laszlo
1
Dong, Chaohua
1
Durand, Robert B.
1
Ehlers, Philippe
1
El Euch, Omar
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Fernandes, Marcelo
1
Filipović, Damir
1
Gallo, Giampiero M.
1
Gao, Jiti
1
Geman, Hélyette
1
Glickman, Mark E.
1
more ...
less ...
Published in...
All
Econometric reviews
Finance and stochastics
Journal of empirical finance
Journal of econometrics
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Discussion paper / Tinbergen Institute
23
Quantitative finance
20
Insurance / Mathematics & economics
19
CREATES research paper
17
Economic modelling
15
Economics letters
15
European journal of operational research : EJOR
14
Finance research letters
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Econometric theory
13
Computational economics
12
International journal of theoretical and applied finance
12
Journal of banking & finance
12
Journal of risk and financial management : JRFM
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Cowles Foundation discussion paper
11
Journal of financial econometrics
11
Mathematics of operations research
11
Discussion papers of interdisciplinary research project 373
10
Econometrics : open access journal
10
Operations research
10
SFB 649 discussion paper
10
International journal of forecasting
9
International review of financial analysis
8
Journal of mathematical finance
8
NBER working paper series
8
Risks : open access journal
8
The European journal of finance
8
Asia-Pacific financial markets
7
Discussion paper
7
International journal of production research
7
International review of economics & finance : IREF
7
Journal of financial economics
7
Journal of productivity analysis
7
more ...
less ...
Source
All
ECONIS (ZBW)
57
Showing
1
-
10
of
57
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
5
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
6
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
7
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin
- In:
Journal of empirical finance
58
(
2020
),
pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
Saved in:
10
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->