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~isPartOf:"Econometric reviews"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
574
Theory
574
Estimation theory
134
Schätztheorie
134
Time series analysis
133
Zeitreihenanalyse
133
Estimation
74
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McAleer, Michael
5
Asai, Manabu
4
Yu, Jun
3
Amsler, Christine Elaine
2
Bordignon, Silvano
2
Chan, Joshua
2
Gouriéroux, Christian
2
Liesenfeld, Roman
2
Schmidt, Peter
2
Alghalith, Moawia
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Beckert, Walter
1
Bu, Ruijun
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chaussé, Pierre
1
Cubadda, Gianluca
1
Dagum, Estela Bee
1
Davidson, Russell
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
Donald, Stephen G.
1
Doz, Catherine
1
Duclos, Jean-Yves
1
Eisenstat, Eric
1
Feng, Dingan
1
Fernandes, Marcelo
1
Forbes, Catherine Scipione
1
Galeano, Pedro
1
Grothe, Oliver
1
He, Changli
1
Hsu, Yu-Chin
1
Jasiak, Joann
1
Jawadi, Fredj
1
Jungbacker, Borus
1
Kang, Xinmei
1
Kasparis, Ioannis
1
Kheifets, Igor L.
1
Kleppe, Tore Selland
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Econometric reviews
European journal of operational research : EJOR
521
Computers & operations research : and their applications to problems of world concern ; an international journal
170
Insurance / Mathematics & economics
162
International journal of production research
139
Operations research
136
Finance and stochastics
135
International journal of theoretical and applied finance
124
Operations research letters
118
Journal of econometrics
106
Mathematics of operations research
106
International journal of production economics
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Discussion paper / Tinbergen Institute
75
Journal of economic dynamics & control
75
Transportation research / E : an international journal
71
INFORMS journal on computing : JOC
67
Risks : open access journal
66
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
65
Quantitative finance
59
Omega : the international journal of management science
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Computational Management Science : CMS
56
Journal of economic theory
56
Mathematical methods of operations research
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Economics letters
53
Computational economics
50
Annals of operations research
48
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Discussion papers of interdisciplinary research project 373
44
SpringerLink / Bücher
44
Econometric theory
42
Economic modelling
42
OR spectrum : quantitative approaches in management
41
IMA journal of management mathematics
40
SFB 649 discussion paper
40
Scandinavian actuarial journal
37
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
36
Journal of the Operational Research Society
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1
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
2
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
3
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
Saved in:
4
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
5
Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
Saved in:
6
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
7
Testing covariance stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
Saved in:
8
Specification and identification of stochastic demand models
Beckert, Walter
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 669-683
Persistent link: https://www.econbiz.de/10003605819
Saved in:
9
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
10
Inferences for a class of stochastic volatility models using option and spot prices : application of a bivariate Kalman filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 387-418
Persistent link: https://www.econbiz.de/10003509137
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