//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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
On the management of populatio...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
Prognoseverfahren
51
Volatility
42
Volatilität
42
Stochastischer Prozess
37
Estimation
35
Schätzung
35
Yield curve
29
Zinsstruktur
29
USA
24
United States
24
Estimation theory
21
Portfolio selection
21
Portfolio-Management
21
Schätztheorie
21
Capital income
17
Kapitaleinkommen
17
VAR model
17
VAR-Modell
17
Börsenkurs
16
Share price
16
CAPM
15
Cointegration
15
Kointegration
15
Risikoprämie
15
Risk premium
15
ARCH model
11
ARCH-Modell
11
Factor analysis
11
Faktorenanalyse
11
Statistical test
11
Statistischer Test
11
Martingal
10
Martingale
10
Regression analysis
10
more ...
less ...
Online availability
All
Free
107
Type of publication
All
Book / Working Paper
107
Type of publication (narrower categories)
All
Arbeitspapier
107
Graue Literatur
107
Non-commercial literature
107
Working Paper
107
Language
All
English
107
Author
All
Podolskij, Mark
15
Grassi, Stefano
7
Santucci de Magistris, Paolo
6
Barndorff-Nielsen, Ole E.
5
Johansen, Søren
5
Kruse, Robinson
5
Veraart, Almut E. D.
5
Christensen, Kim
4
Haldrup, Niels
4
Pakkanen, Mikko S.
4
Proietti, Tommaso
4
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Kristensen, Dennis
3
Lunde, Asger
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Rossi, Eduardo
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Bauwens, Luc
2
Benth, Fred Espen
2
Christensen, Bent Jesper
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Papapantoleon, Antonis
2
Rahbek, Anders
2
Skovmand, David
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Yang, Yukai
2
Yoshida, Nakahiro
2
more ...
less ...
Published in...
All
CREATES research paper
European journal of operational research : EJOR
519
Journal of econometrics
405
International journal of forecasting
334
Economics letters
319
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
283
Journal of forecasting
234
Discussion paper / Tinbergen Institute
223
Econometric theory
215
Insurance / Mathematics & economics
212
Econometric reviews
171
International journal of theoretical and applied finance
169
Finance and stochastics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
153
Economic modelling
152
Journal of economic dynamics & control
151
International journal of production research
147
Applied economics
129
Operations research
126
Computational economics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Operations research letters
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Working paper
107
Risks : open access journal
106
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
104
Journal of applied econometrics
98
NBER Working Paper
98
International journal of production economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
Working paper / National Bureau of Economic Research, Inc.
95
NBER working paper series
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
Applied economics letters
93
Quantitative finance
93
Energy economics
88
Mathematics of operations research
88
Discussion papers of interdisciplinary research project 373
87
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
3
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
5
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
8
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
9
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
10
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
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...
//-->