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~subject:"Stochastic process"
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Stochastic process
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Stochastischer Prozess
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Phillips, Peter C. B.
74
Koopman, Siem Jan
57
McAleer, Michael
46
Sethi, Suresh
42
Escudero, Laureano F.
39
Yu, Jun
37
Barndorff-Nielsen, Ole E.
34
Gao, Jiti
33
Platen, Eckhard
33
Post, Thierry
33
Asai, Manabu
29
Chan, Joshua
28
Chiarella, Carl
28
Todorov, Viktor
27
Gil-Alaña, Luis A.
26
Gendreau, Michel
25
Linton, Oliver
25
Benth, Fred Espen
23
Shephard, Neil G.
23
Zhang, Qing
23
Kleijnen, Jack P. C.
22
Inderfurth, Karl
21
Kohlmann, Michael
21
Lucas, André
21
Tauchen, George Eugene
21
Clark, Todd E.
20
Küchler, Uwe
20
Takahashi, Akihiko
20
Batabyal, Amitrajeet A.
19
Mumtaz, Haroon
19
Taylor, Robert
19
Tsionas, Efthymios G.
19
Whang, Yoon-jae
19
Arvanitis, Stelios
18
Lieberman, Offer
18
Wirjanto, Tony S.
18
Blasques, Francisco
17
Garín, María Araceli
17
Podolskij, Mark
17
Renault, Eric
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
12
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
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Econometrisch Instituut <Rotterdam>
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
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Springer-Verlag GmbH
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
2
Centre for Economic Policy Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
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Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
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School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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University of Essex / Department of Economics
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Universität Mannheim
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
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Banca d'Italia / Servizio Studi
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
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European journal of operational research : EJOR
463
Journal of econometrics
168
Insurance / Mathematics & economics
162
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Finance and stochastics
135
International journal of production research
132
Operations research
125
International journal of theoretical and applied finance
123
Operations research letters
108
Discussion paper / Tinbergen Institute
92
Mathematics of operations research
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
84
Journal of economic dynamics & control
76
Econometric reviews
75
International journal of production economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Risks : open access journal
68
INFORMS journal on computing : JOC
67
Quantitative finance
65
Economics letters
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
56
Economic modelling
56
Econometric theory
55
Journal of economic theory
55
Computational Management Science : CMS
54
Computational economics
54
Discussion papers of interdisciplinary research project 373
54
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
CREATES research paper
48
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Working paper
45
SFB 649 discussion paper
44
Omega : the international journal of management science
41
NBER Working Paper
40
Cowles Foundation discussion paper
39
Energy economics
39
NBER working paper series
38
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
10,367
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1
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
2
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
3
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000973626
Saved in:
4
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
5
Sind ökonomische Prozesse Irrfahrtprozesse?
Lorenzen, Gunter
- In:
Wirtschaftswissenschaft und Wirtschaftswirklichkeit
,
(pp. 169-179)
.
1998
Persistent link: https://www.econbiz.de/10001304246
Saved in:
6
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
7
An investigation into a non-linear stochastic trend model
Neusser, Klaus
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
1
,
pp. 135-153
Persistent link: https://www.econbiz.de/10001353470
Saved in:
8
Analysis of economic growth : structural breaks, superrandomness, and nonlinear forecasting
Reschenhofer, Erhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
87
(
2003
)
4
,
pp. 383-404
Persistent link: https://www.econbiz.de/10001819800
Saved in:
9
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
10
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
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