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~isPartOf:"Journal of economic theory"
~isPartOf:"Quantitative finance"
~subject:"Theory"
~subject:"Öffentlicher Haushalt"
~type_genre:"Article in journal"
~type_genre:"Aufgabensammlung"
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Journal of economic theory
Quantitative finance
European journal of operational research : EJOR
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of econometrics
64
Econometric reviews
50
Econometric theory
36
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International economic review
24
OECD journal on budgeting
24
Journal of the Royal Statistical Society
23
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
20
Journal of quantitative economics : official journal of the Indian Econometric Society
19
Acta Universitatis Lodziensis / Folia oeconomica
16
Revue de statistique appliquée
16
Annales d'économie et de statistique
15
American journal of agricultural economics
14
Journal of economic dynamics & control
14
Journal of official statistics : JOS ; an international quarterly
13
The review of economics and statistics
13
International journal of forecasting
11
Journal of applied econometrics
11
Scandinavian journal of statistics : SJS ; theory and applications
11
International journal of production research
10
Journal of forecasting
10
Oxford bulletin of economics and statistics
10
Prace naukowe Akademii Ekonomicznej Imienia Oskara Langego we Wrocławiu
10
Journal of the Operational Research Society
9
Statistical papers
9
The review of economic studies
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Jahrbücher für Nationalökonomie und Statistik
8
Economic modelling
7
Handbooks in economics
7
Investment management and financial innovations
7
Journal of public economics
7
Journal of the Operational Research Society : OR
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1
CME iceberg order detection and prediction
Zotikov, Dmitry
;
Antonov, Anton
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1977-1992
Persistent link: https://www.econbiz.de/10012696802
Saved in:
2
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
3
Statistical arbitrage with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
Saved in:
4
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
5
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
6
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
7
High-dimensional sparse index tracking based on a multi-step convex optimization approach
Shi, Fangquan
;
Shu, Lianjie
;
Luo, Yiling
;
Huo, Xiaoming
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10014339936
Saved in:
8
Unobserved heterogeneity and equilibrium : an experimental study of Bayesian and adaptive learning in normal form games
Shachat, Jason M.
;
Walker, Mark
- In:
Journal of economic theory
114
(
2004
)
2
,
pp. 280-309
Persistent link: https://www.econbiz.de/10001931475
Saved in:
9
Statistical equilibrium in one-step forward looking economic models
Krebs, Tom
- In:
Journal of economic theory
73
(
1997
)
2
,
pp. 365-394
Persistent link: https://www.econbiz.de/10001218548
Saved in:
10
A statistical equilibrium theory of markets
Foley, Duncan K.
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 321-345
Persistent link: https://www.econbiz.de/10001164066
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