//--> //--> //--> //-->
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"
~subject:"Stochastic process"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Stochastischer Prozess
86
Theorie
57
Theory
57
Volatility
44
Volatilität
44
Estimation
28
Schätzung
28
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
18
Schätztheorie
18
Multivariate Analyse
13
Multivariate analysis
13
Bayes-Statistik
12
Bayesian inference
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Capital income
11
Kapitaleinkommen
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
10
Statistischer Test
10
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Markov chain
8
Markov-Kette
8
Einheitswurzeltest
7
Unit root test
7
Exchange rate
6
Induktive Statistik
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
State space model
6
Statistical inference
6
Wechselkurs
6
Zustandsraummodell
6
more ...
less ...
Online availability
All
Undetermined
39
Free
2
Type of publication
All
Article
83
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
86
Author
All
McAleer, Michael
7
Asai, Manabu
5
Yu, Jun
4
Bordignon, Silvano
3
Maasoumi, Esfandiar
3
Amsler, Christine Elaine
2
Chan, Joshua
2
Dagum, Estela Bee
2
Fernandes, Marcelo
2
Gouriéroux, Christian
2
Koopman, Siem Jan
2
Li, Dong
2
Liesenfeld, Roman
2
Meyer, Renate
2
Schmidt, Peter
2
Simar, Léopold
2
Adolfson, Malin
1
Alexander, Carol
1
Alghalith, Moawia
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Bao, Yong
1
Beckert, Walter
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Jun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, David
1
Chaussé, Pierre
1
Chen, Qiang
1
Cubadda, Gianluca
1
Davidson, Russell
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
more ...
less ...
Published in...
All
Econometric reviews
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Annals of operations research
77
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
more ...
less ...
Source
All
ECONIS (ZBW)
86
Showing
1
-
10
of
86
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->