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Stochastic process
86
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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
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
Alcalá-Fdez, Jesús
1
Alexander, Carol
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Alghalith, Moawia
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Ashley, Richard A.
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Ausín, M. Concepción
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Bao, Yong
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1
Chan, David
1
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Econometric reviews
European journal of operational research : EJOR
767
International journal of production research
360
International journal of theoretical and applied finance
328
Insurance / Mathematics & economics
304
International journal of production economics
231
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
230
Journal of econometrics
220
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Finance and stochastics
196
Operations research
180
Quantitative finance
168
Operations research letters
166
Mathematics of operations research
163
Journal of economic dynamics & control
148
Risks : open access journal
134
Computational economics
128
Discussion paper / Tinbergen Institute
127
Applied mathematical finance
126
Mathematical finance : an international journal of mathematics, statistics and financial theory
117
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy
114
Opsearch : journal of the Operational Research Society of India
112
The journal of computational finance
106
Journal of the Operational Research Society
104
Transportation research / E : an international journal
102
Economics letters
101
Omega : the international journal of management science
100
Journal of business research : JBR
96
Economic modelling
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Finance research letters
91
Journal of mathematical finance
90
Energy economics
88
Management science : journal of the Institute for Operations Research and the Management Sciences
86
Technological forecasting & social change : an international journal
86
Annals of operations research
85
SpringerLink / Bücher
82
International journal of financial engineering
81
INFORMS journal on computing : JOC
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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1
Fuzzy autoregressive rules : towards linguistic time series modeling
Aznarte, José Luis
;
Alcalá-Fdez, Jesús
;
Arauzo, Antonio
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 646-668
Persistent link: https://www.econbiz.de/10009269799
Saved in:
2
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:
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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