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Stochastic process
Theorie
569
Theory
569
Estimation theory
140
Schätztheorie
140
Time series analysis
132
Zeitreihenanalyse
132
Estimation
75
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75
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74
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74
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McAleer, Michael
5
Asai, Manabu
4
Yu, Jun
3
Amsler, Christine Elaine
2
Chan, Joshua
2
Gouriéroux, Christian
2
Liesenfeld, Roman
2
Schmidt, Peter
2
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1
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1
Ashley, Richard A.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Gu, Wentao
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1
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1
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Econometric reviews
European journal of operational research : EJOR
554
International journal of theoretical and applied finance
302
Insurance / Mathematics & economics
248
Finance and stochastics
190
Quantitative finance
161
Computers & operations research : and their applications to problems of world concern ; an international journal
151
Operations research
149
Operations research letters
137
International journal of production research
135
Journal of econometrics
130
Mathematics of operations research
129
Journal of economic dynamics & control
120
Mathematical finance : an international journal of mathematics, statistics and financial theory
114
Applied mathematical finance
113
Risks : open access journal
112
The journal of computational finance
101
Computational economics
96
International journal of production economics
84
Journal of mathematical finance
79
International journal of financial engineering
78
INFORMS journal on computing : JOC
70
Finance research letters
69
Economics letters
68
Mathematical methods of operations research
68
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Journal of economic theory
66
Computational Management Science : CMS
60
Annals of finance
59
Economic modelling
59
Journal of banking & finance
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
54
Scandinavian actuarial journal
53
Transportation research / E : an international journal
53
Energy economics
52
Omega : the international journal of management science
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Econometric theory
46
Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
5
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
6
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
7
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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 continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
10
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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