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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Stochastischer Prozess
Theorie
2,579
Theory
2,579
Estimation theory
1,718
Schätztheorie
1,718
Time series analysis
700
Zeitreihenanalyse
700
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574
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574
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519
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510
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499
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Liang, Zongxia
11
Todorov, Viktor
11
Phillips, Peter C. B.
9
Hainaut, Donatien
8
Tauchen, George Eugene
8
Young, Virginia R.
8
Guan, Guohui
7
McAleer, Michael
7
Avanzi, Benjamin
6
Yu, Jun
6
Bayraktar, Erhan
5
Li, Zhongfei
5
Park, Joon Y.
5
Shen, Yang
5
Siu, Tak Kuen
5
Wong, Bernard
5
Wong, Hoi Ying
5
Yang, Hailiang
5
Zeng, Yan
5
Asai, Manabu
4
Bollerslev, Tim
4
Chang, Chia-Lin
4
Landriault, David
4
Li, Xiaohu
4
Lieberman, Offer
4
Weng, Chengguo
4
Yamazaki, Kazutoshi
4
Zakoïan, Jean-Michel
4
Zhuo, Jin
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Cai, Jun
3
Carriero, Andrea
3
Chan, Joshua
3
Chen, Ping
3
Clark, Todd E.
3
Delong, Łukasz
3
Eisenberg, Julia
3
Francq, Christian
3
Horváth, Lajos
3
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Insurance / Mathematics & economics
Journal of econometrics
European journal of operational research : EJOR
625
International journal of theoretical and applied finance
324
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
International journal of production research
169
Operations research
168
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
139
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
105
Economics letters
95
Journal of mathematical finance
89
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
International journal of financial engineering
80
Transportation research / E : an international journal
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
77
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Mathematical methods of operations research
71
Computational Management Science : CMS
70
Annals of finance
69
Annals of operations research
66
Econometric theory
60
Scandinavian actuarial journal
56
The journal of futures markets
55
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ECONIS (ZBW)
499
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1
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499
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Dependence modeling of frequency-severity of insurance claims using waiting time
Gao, Guangyuan
;
Li, Jiahong
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 29-51
Persistent link: https://www.econbiz.de/10014282468
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
5
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:
6
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:
7
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:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
10
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
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