//--> //--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Stochastic process"
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
Multinational firms, exclusivi...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
346
Theory
346
Time series analysis
115
Zeitreihenanalyse
115
Estimation
76
Schätzung
76
Forecasting model
64
Prognoseverfahren
64
Statistical test
53
Statistischer Test
53
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatility
50
Volatilität
50
Bayes-Statistik
48
Bayesian inference
48
Stochastischer Prozess
43
Statistical distribution
39
Statistische Verteilung
39
Panel
38
Panel study
38
Factor analysis
37
Faktorenanalyse
37
Capital income
31
Kapitaleinkommen
31
Regression analysis
31
Regressionsanalyse
31
Induktive Statistik
30
Statistical inference
30
Bootstrap approach
26
Bootstrap-Verfahren
26
VAR model
25
VAR-Modell
25
Method of moments
23
Momentenmethode
23
Börsenkurs
22
Share price
22
CAPM
21
Markov chain
21
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Chan, Joshua
3
Phillips, Peter C. B.
3
Yu, Jun
3
Arvanitis, Stelios
2
Asai, Manabu
2
Boswijk, Herman Peter
2
Koop, Gary
2
Lieberman, Offer
2
McAleer, Michael
2
Poon, Aubrey
2
Amsler, Christine Elaine
1
Blasques, Francisco
1
Bognanni, Mark
1
Brockwell, Peter J.
1
Carriero, Andrea
1
Cavaliere, Giuseppe
1
Chan, Kung-sik
1
Christensen, Kim
1
Chuang, O-Chia
1
Clark, Todd E.
1
Creal, Drew
1
Cross, Jamie
1
Danaher, Peter J.
1
Dellaportas, Petros
1
Diebold, Francis X.
1
Duong, Diep
1
Eisenstat, Eric
1
Fan, Yanqin
1
Gadea, María Dolores
1
Gallant, A. Ronald
1
Georgiev, Iliyan
1
Giesecke, Kay
1
Gonzalo, Jesús
1
Hallin, Marc
1
Han, Fang
1
Han, Lloyd S.
1
Hansen, Lars Peter
1
Horváth, Lajos
1
Hou, Chenghan
1
Hounyo, Ulrich
1
more ...
less ...
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
303
Computers & operations research : and their applications to problems of world concern ; an international journal
93
Operations research
87
International journal of production research
79
Insurance / Mathematics & economics
77
Operations research letters
57
Mathematics of operations research
55
Quantitative finance
51
Transportation research / E : an international journal
44
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
42
International journal of production economics
40
INFORMS journal on computing : JOC
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
SpringerLink / Bücher
35
Omega : the international journal of management science
34
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Finance and stochastics
30
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
28
Computational Management Science : CMS
27
Economics letters
26
IMA journal of management mathematics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
22
Finance research letters
22
Energy economics
21
Discussion paper / Centre for Economic Policy Research
19
Transportation science
18
Working paper / National Bureau of Economic Research, Inc.
18
Economic modelling
17
Operational research : an international journal
17
International journal of financial engineering
16
Journal of mathematical economics
16
Lecture Notes in Economics and Mathematical Systems
16
Mathematical methods of operations research
16
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
2
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
5
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
6
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
7
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
8
Likelihood ratio testing in linear state space models : an application to dynamic stochastic general equilibrium models
Komunjer, Ivana
;
Zhu, Yinchu
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 561-586
Persistent link: https://www.econbiz.de/10012483171
Saved in:
9
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
10
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->