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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
Stochastischer Prozess
Theorie
USA
Theory
32
Statistical distribution
31
Statistische Verteilung
31
Probability theory
17
Wahrscheinlichkeitsrechnung
17
Option pricing theory
10
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10
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8
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Alfarano, Simone
2
Leisen, Dietmar
2
Amir, Rabah
1
Aoki, Masanao
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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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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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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Journal of economic dynamics & control
Insurance / Mathematics & economics
230
Journal of econometrics
179
Economics letters
126
International journal of forecasting
116
European journal of operational research : EJOR
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Risks : open access journal
92
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
67
Econometric reviews
62
Scandinavian actuarial journal
61
Management science : journal of the Institute for Operations Research and the Management Sciences
56
International journal of theoretical and applied finance
54
Operations research letters
49
Statistical papers
48
Journal of economic theory
47
Journal of banking & finance
46
Operations research
44
Journal of forecasting
41
Econometric theory
40
Journal of applied econometrics
40
Applied economics letters
39
Theory and decision : an international journal for multidisciplinary advances in decision science
39
Quantitative finance
38
International journal of production research
37
Journal of mathematical economics
37
Economic modelling
36
Applied economics
35
Journal of empirical finance
35
Mathematics of operations research
34
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
33
Computational economics
32
Finance research letters
31
International review of financial analysis
31
Astin bulletin : the journal of the International Actuarial Association
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
The journal of futures markets
29
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
4
Understanding probabilistic expectations : a behavioral approach
Xiao, Wei
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013464834
Saved in:
5
Firm growth and Laplace distribution : the importance of large jumps
Arata, Yoshiyuki
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 63-82
Persistent link: https://www.econbiz.de/10012131076
Saved in:
6
Capturing deep tail risk via sequential learning of quantile dynamics
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012314027
Saved in:
7
Testing for international business cycles : A multilevel factor model with stochastic factor selection
Berger, Tino
;
Everaert, Gerdie
;
Pozzi, Lorenzo
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012628242
Saved in:
8
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
9
Stochastic dominance tests
Topaloglou, Nikolas
;
Tsionas, Efthymios G.
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502317
Saved in:
10
Computation of Greeks using binomial trees in a jump-diffusion model
Suda, Shintaro
;
Muroi, Yoshifumi
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 93-110
Persistent link: https://www.econbiz.de/10011474273
Saved in:
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