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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Bernoulli-Prozess"
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Stochastic process
Stochastischer Prozess
620
Volatility
275
Volatilität
275
Option pricing theory
271
Optionspreistheorie
271
Theorie
246
Theory
246
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81
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77
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Todorov, Viktor
11
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9
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8
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7
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7
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6
Yu, Jun
6
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5
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5
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5
Park, Joon Y.
5
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5
Asai, Manabu
4
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4
Bollerslev, Tim
4
Hess, Markus
4
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4
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4
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4
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3
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3
Carriero, Andrea
3
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3
Chan, Joshua
3
Chiarella, Carl
3
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3
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3
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Finance research letters
International journal of theoretical and applied finance
Journal of econometrics
European journal of operational research : EJOR
643
Insurance / Mathematics & economics
282
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
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176
International journal of production research
169
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167
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119
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115
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110
The journal of computational finance
106
Economics letters
96
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89
Econometric reviews
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84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Transportation research / E : an international journal
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International journal of financial engineering
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INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
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Mathematical methods of operations research
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Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
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Journal of economic theory
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Working paper
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
620
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620
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1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
3
On sectoral market efficiency
Villena, Marcelo J.
;
Araneda, Axel A.
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490705
Saved in:
4
Dynamic consumption and portfolio choice considering information learning and stochastic interest rate
Liu, Yongjun
- In:
Finance research letters
65
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014551928
Saved in:
5
Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Zhang, WenJun
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014583526
Saved in:
6
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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