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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
~type:"article"
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Search: subject:"Stochastischer Prozess"
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Theorie
Zeitreihenanalyse
Stochastic process
37
Stochastischer Prozess
37
Theory
30
Time series analysis
5
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4
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4
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4
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Phillips, Peter C. B.
3
Tauchen, George Eugene
2
Todorov, Viktor
2
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1
Barberà, Salvador
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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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
451
Insurance / Mathematics & economics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of econometrics
135
Finance and stochastics
130
International journal of production research
128
International journal of theoretical and applied finance
118
Operations research
116
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
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81
International journal of production economics
75
Journal of economic dynamics & control
75
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65
Risks : open access journal
65
INFORMS journal on computing : JOC
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
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60
Journal of economic theory
55
Economics letters
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Transportation research / E : an international journal
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Computational Management Science : CMS
51
Mathematical methods of operations research
50
Computational economics
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economic modelling
48
Econometric theory
47
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Omega : the international journal of management science
41
Energy economics
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Annals of operations research
36
Applied mathematical finance
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Scandinavian actuarial journal
36
IMA journal of management mathematics
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Annals of finance
33
OR spectrum : quantitative approaches in management
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of banking & finance
30
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ECONIS (ZBW)
32
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Insider trading, stochastic liquidity, and equilibrium prices
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1441-1475
Persistent link: https://www.econbiz.de/10011611102
Saved in:
3
Survival versus profit maximization in a dynamic stochastic experiment
Oprea, Ryan
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
6
,
pp. 2225-2255
Persistent link: https://www.econbiz.de/10011560352
Saved in:
4
Nearly efficient likelihood ratio tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Ørregaard
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
5
,
pp. 2321-2332
Persistent link: https://www.econbiz.de/10009665449
Saved in:
5
Dynamic competition with random demand and costless search : a theory of price posting
Deneckere, Raymond J.
;
Peck, James
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1185-1247
Persistent link: https://www.econbiz.de/10009629014
Saved in:
6
The realized Laplace transform of volatility
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1105-1127
Persistent link: https://www.econbiz.de/10009629019
Saved in:
7
Dynamic valuation decomposition within stochastic economies
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 911-967
Persistent link: https://www.econbiz.de/10009629023
Saved in:
8
Identification and estimation of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1563-1604
Persistent link: https://www.econbiz.de/10009629520
Saved in:
9
Waiting for news in the market for lemons
Daley, Brendan
;
Green, Brett
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1433-1504
Persistent link: https://www.econbiz.de/10009629524
Saved in:
10
Mixed hitting-time models
Abbring, Jaap H.
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 783-819
Persistent link: https://www.econbiz.de/10009534939
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