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Advances in stochastic models...
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Stochastic process
86
Stochastischer Prozess
86
Theorie
57
Theory
57
Volatility
44
Volatilität
44
Estimation
28
Schätzung
28
Time series analysis
28
Zeitreihenanalyse
28
Estimation theory
18
Schätztheorie
18
Multivariate Analyse
13
Multivariate analysis
13
Bayes-Statistik
12
Bayesian inference
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Capital income
11
Kapitaleinkommen
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
10
Statistischer Test
10
USA
10
United States
10
ARCH model
9
ARCH-Modell
9
Markov chain
8
Markov-Kette
8
Einheitswurzeltest
7
Unit root test
7
Exchange rate
6
Induktive Statistik
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
State space model
6
Statistical distribution
6
Statistical inference
6
Statistische Verteilung
6
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Undetermined
39
Free
2
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Article
83
Book / Working Paper
3
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Article in journal
86
Aufsatz in Zeitschrift
86
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
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Language
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English
86
Author
All
McAleer, Michael
7
Asai, Manabu
5
Yu, Jun
4
Bordignon, Silvano
3
Maasoumi, Esfandiar
3
Amsler, Christine Elaine
2
Chan, Joshua
2
Dagum, Estela Bee
2
Fernandes, Marcelo
2
Gouriéroux, Christian
2
Koopman, Siem Jan
2
Li, Dong
2
Liesenfeld, Roman
2
Meyer, Renate
2
Schmidt, Peter
2
Simar, Léopold
2
Adolfson, Malin
1
Alexander, Carol
1
Alghalith, Moawia
1
Ashley, Richard A.
1
Ausín, M. Concepción
1
Bao, Yong
1
Beckert, Walter
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Bu, Ruijun
1
Cai, Jun
1
Cai, Zongwu
1
Caporin, Massimiliano
1
Cavaliere, Giuseppe
1
Chan, David
1
Chaussé, Pierre
1
Chen, Qiang
1
Cubadda, Gianluca
1
Davidson, Russell
1
Dijk, Herman K. van
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
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Published in...
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Econometric reviews
International journal of production research
1,002
European journal of operational research : EJOR
882
Computers & operations research : and their applications to problems of world concern ; an international journal
374
International journal of production economics
369
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Operations research
196
Operations research letters
188
Management science : journal of the Institute for Operations Research and the Management Sciences
169
Quantitative finance
167
Mathematics of operations research
164
SpringerLink / Bücher
157
Discussion paper / Tinbergen Institute
144
Journal of economic dynamics & control
142
Risks : open access journal
128
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
International Journal of Operations & Production Management
114
Computational economics
110
The journal of computational finance
106
Omega : the international journal of management science
101
Economics letters
98
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
97
INFORMS journal on computing : JOC
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Annals of operations research
88
Transportation research / E : an international journal
86
Energy economics
85
Finance research letters
85
Journal of scheduling
85
Mathematical methods of operations research
83
Economic modelling
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
82
International journal of financial engineering
80
OR spectrum : quantitative approaches in management
75
Journal of the Operational Research Society
74
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ECONIS (ZBW)
86
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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
Saved in:
10
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
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