//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Control variates for variance...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
627,604
Theory
612,701
USA
40,961
United States
39,858
Schätztheorie
36,122
Estimation theory
35,495
Schätzung
33,558
Estimation
32,857
Welt
25,115
World
24,502
Deutschland
22,679
Geldpolitik
22,612
Monetary policy
21,877
Germany
21,296
Portfolio-Management
19,328
Portfolio selection
19,124
Risiko
17,899
Risk
17,698
Mathematische Optimierung
17,327
Zeitreihenanalyse
17,225
Mathematical programming
17,220
Time series analysis
16,832
Prognoseverfahren
15,379
Forecasting model
15,110
Wirtschaftswachstum
13,514
Economic growth
12,905
Spieltheorie
12,713
Game theory
11,987
Börsenkurs
11,620
Experiment
11,444
Share price
11,419
Volatilität
11,370
Volatility
11,113
Asymmetrische Information
10,629
Stochastischer Prozess
10,483
Asymmetric information
10,347
Wettbewerb
10,278
Wohlfahrtsanalyse
10,208
Welfare analysis
10,036
more ...
less ...
Online availability
All
Free
3,115
Undetermined
2,936
Type of publication
All
Article
5,966
Book / Working Paper
4,238
Journal
3
Type of publication (narrower categories)
All
Article in journal
5,464
Aufsatz in Zeitschrift
5,464
Graue Literatur
1,923
Non-commercial literature
1,923
Arbeitspapier
1,857
Working Paper
1,857
Aufsatz im Buch
450
Book section
450
Hochschulschrift
309
Thesis
245
Lehrbuch
101
Textbook
92
Collection of articles of several authors
52
Sammelwerk
52
Collection of articles written by one author
48
Sammlung
48
Conference paper
45
Konferenzbeitrag
45
Bibliografie enthalten
37
Bibliography included
37
Konferenzschrift
31
Forschungsbericht
27
Aufsatzsammlung
23
Amtsdruckschrift
22
Government document
22
Systematic review
14
Übersichtsarbeit
14
Conference proceedings
12
Einführung
9
Festschrift
7
Mehrbändiges Werk
7
Multi-volume publication
7
Nachschlagewerk
6
Reference book
6
Reprint
6
Glossar enthalten
3
Glossary included
3
Handbook
3
Handbuch
3
Mikroform
3
more ...
less ...
Language
All
English
9,944
German
239
French
15
Polish
5
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Spanish
1
Not applicable
1
more ...
less ...
Author
All
Phillips, Peter C. B.
75
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
Chan, Joshua
28
Chiarella, Carl
28
Gendreau, Michel
27
Gao, Jiti
25
Linton, Oliver
25
Asai, Manabu
24
Todorov, Viktor
24
Zhang, Qing
23
Kleijnen, Jack P. C.
22
Clark, Todd E.
21
Kohlmann, Michael
21
Lucas, André
21
Inderfurth, Karl
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
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
National Bureau of Economic Research
41
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
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
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
more ...
less ...
Published in...
All
European journal of operational research : EJOR
469
Journal of econometrics
165
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
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Econometric reviews
74
Journal of economic dynamics & control
73
Risks : open access journal
70
INFORMS journal on computing : JOC
68
Economics letters
67
Quantitative finance
62
Econometric theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Journal of economic theory
55
Computational Management Science : CMS
54
Economic modelling
54
Computational economics
53
Discussion papers of interdisciplinary research project 373
53
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
SFB 649 discussion paper
47
CREATES research paper
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Omega : the international journal of management science
42
Cowles Foundation discussion paper
40
NBER Working Paper
39
IMA journal of management mathematics
37
Scandinavian actuarial journal
37
SpringerLink / Bücher
37
Working paper
37
more ...
less ...
Source
All
ECONIS (ZBW)
10,207
Showing
1
-
10
of
10,207
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->