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Search: subject:"PROCESSES"
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Stochastic process
86
Stochastischer Prozess
86
Theorie
57
Theory
57
Volatility
44
Volatilität
44
Time series analysis
31
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31
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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
Baillie, Richard
1
Bao, Yong
1
Beckert, Walter
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
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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
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Econometric reviews
European journal of operational research : EJOR
751
International journal of theoretical and applied finance
338
Physica A: Statistical Mechanics and its Applications
328
Insurance / Mathematics & economics
292
The European Physical Journal B - Condensed Matter and Complex Systems
259
Journal of econometrics
244
International journal of production research
220
Finance and stochastics
209
Operations research
195
Computers & operations research : and their applications to problems of world concern ; an international journal
191
Mathematics of operations research
185
Operations research letters
184
Quantitative finance
179
Journal of economic dynamics & control
147
International journal of production economics
143
Risks : open access journal
137
Discussion paper / Tinbergen Institute
133
Applied mathematical finance
128
Stochastic Processes and their Applications
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
118
Computational economics
114
The journal of computational finance
107
Economics letters
103
Management science : journal of the Institute for Operations Research and the Management Sciences
97
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Energy economics
91
MPRA Paper
91
Journal of mathematical finance
90
Finance research letters
89
Economic modelling
86
INFORMS journal on computing : JOC
86
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
85
Omega : the international journal of management science
84
Transportation research / E : an international journal
84
Mathematical methods of operations research
83
International journal of financial engineering
82
Working paper
82
Annals of operations research
76
Computational Management Science : CMS
74
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ECONIS (ZBW)
91
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91
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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
A nonparametric specification test for the volatility functions of diffusion
processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
9
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:
10
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
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