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~subject:"Stochastic process"
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Stochastic process
Theorie
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Theory
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United States
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Schätztheorie
35,771
Estimation theory
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Asymmetrische Information
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Stochastischer Prozess
10,401
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Phillips, Peter C. B.
74
Koopman, Siem Jan
55
Sethi, Suresh
42
McAleer, Michael
40
Escudero, Laureano F.
39
Yu, Jun
35
Platen, Eckhard
33
Post, Thierry
33
Barndorff-Nielsen, Ole E.
31
Chiarella, Carl
28
Chan, Joshua
27
Gendreau, Michel
26
Gao, Jiti
25
Linton, Oliver
25
Asai, Manabu
24
Todorov, Viktor
24
Zhang, Qing
23
Kleijnen, Jack P. C.
22
Inderfurth, Karl
21
Kohlmann, Michael
21
Lucas, André
21
Clark, Todd E.
20
Küchler, Uwe
20
Takahashi, Akihiko
20
Batabyal, Amitrajeet A.
19
Taylor, Robert
19
Tsionas, Efthymios G.
19
Whang, Yoon-jae
19
Arvanitis, Stelios
18
Benth, Fred Espen
18
Lieberman, Offer
18
Mumtaz, Haroon
18
Shephard, Neil G.
18
Tauchen, George Eugene
18
Wirjanto, Tony S.
18
Blasques, Francisco
17
Garín, María Araceli
17
Gil-Alaña, Luis A.
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>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
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
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
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
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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European journal of operational research : EJOR
469
Journal of econometrics
162
Insurance / Mathematics & economics
161
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
130
International journal of theoretical and applied finance
121
Operations research letters
108
Mathematics of operations research
95
Discussion paper / Tinbergen Institute
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
International journal of production economics
75
Econometric reviews
74
Journal of economic dynamics & control
73
Risks : open access journal
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
INFORMS journal on computing : JOC
67
Economics letters
63
Quantitative finance
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Econometric theory
55
Journal of economic theory
55
Computational Management Science : CMS
54
Economic modelling
54
Discussion papers of interdisciplinary research project 373
53
Transportation research / E : an international journal
52
Computational economics
51
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
CREATES research paper
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
SFB 649 discussion paper
44
Omega : the international journal of management science
41
Cowles Foundation discussion paper
39
NBER Working Paper
39
Annals of operations research
37
IMA journal of management mathematics
37
NBER working paper series
37
Working paper
37
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ECONIS (ZBW)
10,125
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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
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
3
Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael
-
1998
Persistent link: https://www.econbiz.de/10000672590
Saved in:
4
Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz
;
Nkurunziza, Sévérien
;
Liu, Shuangzhe
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 255-270)
.
2009
Persistent link: https://www.econbiz.de/10003781036
Saved in:
5
Stochastische Produktions-Frontier Modelle: ein Überblick über alternative Schätzmethoden sowie eine Anwendung auf die Produktivitätseffekte von Überstunden
Schrank, Thorsten
- In:
Beschäftigungsanalysen mit den Daten des …
,
(pp. 216-236)
.
2006
Persistent link: https://www.econbiz.de/10003344525
Saved in:
6
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
7
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
8
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003825606
Saved in:
9
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
10
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
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