//--> //--> //--> //-->
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:"Risiko"
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
Risiko
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
Estimation theory
33
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
Risk
16
Bayes-Statistik
15
Bayesian inference
15
Multivariate Analyse
14
Multivariate analysis
14
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Kabanov, Jurij M.
2
Alghalith, Moawia
1
Ararat, Çağın
1
Barrieu, Pauline
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Carmona, René
1
Chan, David
1
Cheridito, Patrick
1
Cherny, Alexander S.
1
Chong, Wing Fung
1
Coculescu, Delia
1
Costola, Michele
1
Delbaen, Freddy
1
Diewald, Laszlo
1
Durand, Robert B.
1
Ehlers, Philippe
1
El Euch, Omar
1
El Karoui, Nicole
1
Fabozzi, Frank J.
1
Feinstein, Zachary
1
Feng, Dingan
1
Fontana, Claudio
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Gallo, Giampiero M.
1
Geman, Hélyette
1
Glickman, Mark E.
1
Gouriéroux, Christian
1
Grassi, Stefano
1
Grigoriev, Pavel G.
1
Hu, Ying
1
Iseringhausen, Martin
1
Jannin, Gregory
1
Janus, Paweł
1
Jarrow, Robert A.
1
Jeanblanc, Monique
1
Kirby, Chris
1
more ...
less ...
Published in...
All
Econometric reviews
Finance and stochastics
Journal of empirical finance
European journal of operational research : EJOR
58
Insurance / Mathematics & economics
57
Journal of econometrics
23
Quantitative finance
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Risks : open access journal
15
International journal of theoretical and applied finance
13
Scandinavian actuarial journal
13
Finance research letters
12
Economics letters
11
Energy economics
10
International journal of production research
10
Journal of banking & finance
10
Journal of economic dynamics & control
10
Journal of mathematical economics
10
Journal of risk and financial management : JRFM
10
Operations research
10
Discussion paper / Tinbergen Institute
9
International review of financial analysis
9
Journal of economic theory
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
International journal of production economics
8
Journal of financial econometrics
8
Journal of mathematical finance
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
NBER working paper series
8
Omega : the international journal of management science
8
The European journal of finance
8
Applied financial economics
7
Computational economics
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
Discussion paper
7
IMA journal of management mathematics
7
INFORMS journal on computing : JOC
7
Working paper
7
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
2
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:
3
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:
4
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
5
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
6
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:
7
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
8
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:
9
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:
10
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->