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Stochastic models in financial...
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Stochastic process
226
Stochastischer Prozess
226
Theorie
164
Theory
164
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128
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128
Estimation theory
97
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Todorov, Viktor
11
Tauchen, George Eugene
10
Phillips, Peter C. B.
9
McAleer, Michael
8
Linton, Oliver
7
Zakoïan, Jean-Michel
7
Aït-Sahalia, Yacine
6
Francq, Christian
6
Gouriéroux, Christian
6
Sentana, Enrique
6
Xiu, Dacheng
6
Yu, Jun
6
Bollerslev, Tim
5
Ghysels, Eric
5
Park, Joon Y.
5
Amengual, Dante
4
Asai, Manabu
4
Chang, Chia-Lin
4
Fan, Jianqing
4
Lieberman, Offer
4
Mykland, Per A.
4
Patton, Andrew J.
4
Renault, Eric
4
Shephard, Neil G.
4
Timmermann, Allan
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Yao, Qiwei
4
Andersen, Torben
3
Arvanitis, Stelios
3
Bai, Jushan
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Chan, Joshua
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Chen, Rong
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3
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3
Gallant, A. Ronald
3
Hafner, Christian M.
3
Hansen, Lars Peter
3
Horváth, Lajos
3
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3
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Journal of econometrics
Journal of banking & finance
1,357
European journal of operational research : EJOR
1,301
NBER working paper series
1,055
Finance research letters
1,010
Working paper / National Bureau of Economic Research, Inc.
867
Insurance / Mathematics & economics
781
NBER Working Paper
771
IMF Staff Country Reports
605
Discussion paper / Centre for Economic Policy Research
586
International journal of theoretical and applied finance
584
International review of financial analysis
584
Journal of financial economics
580
SpringerLink / Bücher
569
Risks : open access journal
561
Economics letters
554
Management science : journal of the Institute for Operations Research and the Management Sciences
548
Journal of economic dynamics & control
486
Journal of economic theory
471
International journal of production research
449
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435
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433
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422
Discussion papers / CEPR
421
The review of financial studies
407
Discussion paper / Tinbergen Institute
405
International review of economics & finance : IREF
405
Journal of risk and financial management : JRFM
405
The journal of finance : the journal of the American Finance Association
402
Research paper series / Swiss Finance Institute
400
Quantitative finance
390
CESifo working papers
383
Finance and stochastics
382
International journal of production economics
381
Journal of empirical finance
381
IMF Working Papers
376
Journal of risk management in financial institutions
376
Energy economics
351
The European journal of finance
350
The North American journal of economics and finance : a journal of financial economics studies
337
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ECONIS (ZBW)
350
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1
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
2
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
3
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
4
Validating forecasts of the joint probability density of bond yields : can affine models beat random walk?
Egorov, Alexej V.
;
Hong, Yongmiao
;
Li, Haitao
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 255-284
Persistent link: https://www.econbiz.de/10003376084
Saved in:
5
ExpectHill estimation, extreme risk and heavy tails
Daouia, Abdelaati
;
Girard, Stéphane
;
Stupfler, Gilles
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 97-117
Persistent link: https://www.econbiz.de/10012618802
Saved in:
6
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
7
Mark to market value at risk
Chen, Yu
;
Wang, Zhicheng
;
Zhang, Zhengjun
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 299-321
Persistent link: https://www.econbiz.de/10012145015
Saved in:
8
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
10
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
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