//--> //--> //--> //-->
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:"Econometric reviews"
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
CMBS tranche valuation framewo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
111
Theory
111
Stochastic process
86
Stochastischer Prozess
86
Volatility
52
Volatilität
52
Estimation theory
49
Schätztheorie
49
Simulation
44
Time series analysis
40
Zeitreihenanalyse
40
Correlation
39
Korrelation
39
Estimation
34
Schätzung
34
Statistical test
21
Statistischer Test
21
Capital income
17
Kapitaleinkommen
17
Bayes-Statistik
16
Bayesian inference
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Multivariate Analyse
15
Multivariate analysis
15
ARCH model
14
ARCH-Modell
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
USA
13
United States
13
Statistical theory
12
Statistische Methodenlehre
12
Forecasting model
11
Prognoseverfahren
11
Einheitswurzeltest
10
Panel
10
Panel study
10
Unit root test
10
Markov chain
9
more ...
less ...
Online availability
All
Undetermined
60
Free
2
Type of publication
All
Article
157
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
160
Aufsatz in Zeitschrift
160
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
160
Author
All
McAleer, Michael
8
Asai, Manabu
6
Geweke, John
5
Maasoumi, Esfandiar
4
Yu, Jun
4
Bordignon, Silvano
3
Amsler, Christine Elaine
2
Bierens, Herman J.
2
Caner, Mehmet
2
Chan, Joshua
2
Dagum, Estela Bee
2
Dijk, Herman K. van
2
Fernandes, Marcelo
2
Fiebig, Denzil G.
2
Forbes, Catherine Scipione
2
Franses, Philip Hans
2
Gouriéroux, Christian
2
Hlouskova, Jaroslava
2
Jensen, Mark J.
2
Kohn, Robert
2
Koop, Gary
2
Koopman, Siem Jan
2
Kočenda, Evžen
2
León-González, Roberto
2
Li, Dong
2
Liesenfeld, Roman
2
Martin, Gael M.
2
Meyer, Renate
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Schmidt, Peter
2
Sickles, Robin C.
2
Simar, Léopold
2
Strachan, Rodney W.
2
Teräsvirta, Timo
2
Trapani, Lorenzo
2
Wagner, Martin
2
Adolfson, Malin
1
Alexander, Carol
1
Alghalith, Moawia
1
more ...
less ...
Published in...
All
Econometric reviews
European journal of operational research : EJOR
1,022
International journal of production research
709
International journal of theoretical and applied finance
616
Journal of econometrics
432
IMF Working Papers
401
Insurance / Mathematics & economics
391
Journal of banking & finance
345
International journal of production economics
341
Finance and stochastics
338
Mathematical finance : an international journal of mathematics, statistics and financial theory
315
Journal of economic dynamics & control
313
The journal of futures markets
302
NBER working paper series
287
Applied mathematical finance
284
Quantitative finance
284
The journal of computational finance
284
Computational economics
277
Economics letters
266
Working paper / National Bureau of Economic Research, Inc.
264
Economic modelling
259
Operations research
258
Computers & operations research : and their applications to problems of world concern ; an international journal
255
NBER Working Paper
255
Finance research letters
251
Discussion paper / Tinbergen Institute
231
Management science : journal of the Institute for Operations Research and the Management Sciences
222
Working paper
221
The journal of derivatives : the official publication of the International Association of Financial Engineers
218
Energy economics
216
Risks : open access journal
214
SpringerLink / Bücher
199
Operations research letters
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Mathematics of operations research
181
Review of derivatives research
181
Applied economics
179
Journal of mathematical finance
160
Transportation research / E : an international journal
155
Research paper series / Swiss Finance Institute
153
more ...
less ...
Source
All
ECONIS (ZBW)
160
Showing
1
-
10
of
160
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
2
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
3
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:
4
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
5
An alternative to the BDS test : integration across the
correlation
integral
Kočenda, Evžen
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
Saved in:
6
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
7
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
Saved in:
8
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
9
The estimation for Lévy processes in high frequency data
Zheng, Jing
;
Gu, Wentao
;
Xu, Baolin
;
Cai, Zongwu
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1051-1066
Persistent link: https://www.econbiz.de/10012040536
Saved in:
10
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
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...
//-->