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Stochastic process
86
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86
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44
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44
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McAleer, Michael
7
Asai, Manabu
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Yu, Jun
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Bordignon, Silvano
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Maasoumi, Esfandiar
3
Amsler, Christine Elaine
2
Chan, Joshua
2
Dagum, Estela Bee
2
Fernandes, Marcelo
2
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2
Koopman, Siem Jan
2
Li, Dong
2
Liesenfeld, Roman
2
Meyer, Renate
2
Schmidt, Peter
2
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2
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1
Alexander, Carol
1
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1
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1
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Econometric reviews
European journal of operational research : EJOR
787
Physica A: Statistical Mechanics and its Applications
695
International journal of theoretical and applied finance
327
Insurance / Mathematics & economics
284
Journal of econometrics
220
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
182
Operations research
181
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173
International journal of production research
171
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166
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161
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152
The European Physical Journal B - Condensed Matter and Complex Systems
152
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138
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137
Risks : open access journal
135
International journal of production economics
133
Discussion paper / Tinbergen Institute
132
Applied mathematical finance
123
Computational economics
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
109
Economics letters
107
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106
NBER working paper series
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Finance research letters
93
Journal of mathematical finance
93
NBER Working Paper
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Economic modelling
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Energy economics
87
SpringerLink / Bücher
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85
International journal of financial engineering
82
Omega : the international journal of management science
81
INFORMS journal on computing : JOC
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
87
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1
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
2
Adaptive percolation using subjective likelihoods
Singpurwalla, Nozer D.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10010360881
Saved in:
3
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
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9
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:
10
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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