//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chiarella, Carl"
~person:"Gao, Jiti"
~person:"Koskela, Erkki"
~person:"Lux, Thomas"
~person:"Mumtaz, Haroon"
~person:"Phillips, Peter C. B."
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastisches Modell "
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Stochastic process
Suchtheorie
Theory
VAR-Modell
Stochastischer Prozess
109
Theorie
79
Time series analysis
34
Zeitreihenanalyse
34
Volatility
32
Volatilität
32
Estimation
15
VAR model
13
Börsenkurs
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Option pricing theory
11
Optionspreistheorie
11
Share price
11
Estimation theory
10
Schock
10
Schätztheorie
10
Shock
10
Stochastic volatility
10
Business cycle
9
Forest economics
9
Forstökonomie
9
Konjunktur
9
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
Regressionsanalyse
9
Einheitswurzeltest
8
Financial market
8
Finanzmarkt
8
Unit root test
8
Interest rate
7
Zins
7
Anlageverhalten
6
Bayes-Statistik
6
Bayesian inference
6
more ...
less ...
Online availability
All
Free
85
Type of publication
All
Book / Working Paper
109
Type of publication (narrower categories)
All
Arbeitspapier
Non-commercial literature
Working Paper
108
Graue Literatur
107
Article in journal
53
Aufsatz in Zeitschrift
53
Aufsatz im Buch
9
Book section
9
Hochschulschrift
1
Lehrbuch
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
English
Author
All
Chiarella, Carl
Gao, Jiti
Koskela, Erkki
Lux, Thomas
Mumtaz, Haroon
Phillips, Peter C. B.
McAleer, Michael
49
Koopman, Siem Jan
39
Ferrari, Giorgio
29
Platen, Eckhard
29
Shephard, Neil G.
24
Barndorff-Nielsen, Ole E.
22
Linton, Oliver
22
Küchler, Uwe
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Bos, Charles S.
17
Chan, Joshua
17
Yu, Jun
17
Clark, Todd E.
15
Kleijnen, Jack P. C.
15
Lucas, André
15
Marcellino, Massimiliano
15
Martin, Gael M.
15
Whang, Yoon-jae
15
Hafner, Christian M.
14
Takahashi, Akihiko
14
Podolskij, Mark
13
Riedel, Frank
13
Scaillet, Olivier
13
Asai, Manabu
12
Carriero, Andrea
12
Föllmer, Hans
11
Reiß, Markus
11
Sornette, Didier
11
Alvarez, Luis H. R.
10
Alòs, Elisa
10
Evstigneev, Igor V.
10
Forbes, Catherine Scipione
10
Kilian, Lutz
10
more ...
less ...
Institution
All
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Kansantaloustieteen Laitos <Helsinki>
1
Published in...
All
Cowles Foundation discussion paper
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper
10
CESifo working papers
4
Discussion paper / B
4
Kiel working paper
4
School of Economics working papers / The University of Adelaide, School of Economics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Economics working paper
3
Discussion paper / Tinbergen Institute
2
Discussion papers / Department of Economics, University of Helsinki
2
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
Working papers / Bank of England
2
Cardiff economics working papers
1
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Economics working paper series
1
Global COE Hi-Stat discussion paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper series / European Central Bank
1
Working paper series / Financial Econometrics Research Centre
1
more ...
less ...
Source
All
ECONIS (ZBW)
109
Showing
21
-
30
of
109
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
-
2014
Persistent link: https://www.econbiz.de/10010470638
Saved in:
22
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
-
2014
Persistent link: https://www.econbiz.de/10010464140
Saved in:
23
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
24
Testing indepedence for a large number of high-dimensional random vectors
Pan, Guangming
;
Gao, Jiti
;
Yang, Yanrong
-
2013
Persistent link: https://www.econbiz.de/10009724611
Saved in:
25
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
26
Orthogonal expansion of Lévy process functionals : theory and practice
Dong, Chaohua
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10009701598
Saved in:
27
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
28
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10009789503
Saved in:
29
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
30
Series estimation of stochastic processes recent developments and econometric applications
Phillips, Peter C. B.
;
Liao, Zhipeng
-
2012
Persistent link: https://www.econbiz.de/10009615049
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->