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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Chan, Joshua
3
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Gabler Edition Wissenschaft
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
304
Computers & operations research : and their applications to problems of world concern ; an international journal
91
Operations research
90
Insurance / Mathematics & economics
80
International journal of production research
79
Operations research letters
59
Mathematics of operations research
57
Quantitative finance
51
Journal of econometrics
44
Transportation research / E : an international journal
43
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
42
International journal of production economics
41
INFORMS journal on computing : JOC
38
SpringerLink / Bücher
38
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
Omega : the international journal of management science
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Management science : journal of the Institute for Operations Research and the Management Sciences
33
Finance and stochastics
31
Journal of economic dynamics & control
30
Scandinavian actuarial journal
29
Computational economics
28
International journal of theoretical and applied finance
28
Journal of the Operational Research Society
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Computational Management Science : CMS
27
Economics letters
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IMA journal of management mathematics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric reviews
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Finance research letters
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Energy economics
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Discussion paper / Centre for Economic Policy Research
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Working paper / National Bureau of Economic Research, Inc.
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Transportation science
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Lecture Notes in Economics and Mathematical Systems
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Operational research : an international journal
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International journal of financial engineering
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Mathematical methods of operations research
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1
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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2
Identification of structural vector autoregressions by stochastic volatility
Bertsche, Dominik
;
Braun, Robin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 328-341
Persistent link: https://www.econbiz.de/10012804115
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3
Threshold regression with a threshold boundary
Yu, Ping
;
Fan, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 953-971
Persistent link: https://www.econbiz.de/10012653206
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4
Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste
;
Fok, Dennis
;
Goos, Peter
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
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5
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
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6
Poisson-driven stationary Markov models
Anzarut, Michelle
;
Mena, Ramsés H.
;
Nava, Consuelo Rubina
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 684-694
Persistent link: https://www.econbiz.de/10012249233
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7
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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8
Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
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9
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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10
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
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