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~subject:"Stochastic process"
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Stochastic process
Schätztheorie
36,156
Estimation theory
35,529
Theorie
21,765
Theory
21,209
CAPM
19,064
Schätzung
9,172
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9,036
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Risikoprämie
3,231
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Prognoseverfahren
3,094
Forecasting model
3,047
Risk
2,615
Risiko
2,604
Panel
2,195
Panel study
2,130
Aktienmarkt
2,055
Stock market
2,006
Statistische Verteilung
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Stochastischer Prozess
1,796
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1,746
German
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Linton, Oliver
21
Phillips, Peter C. B.
20
Whang, Yoon-jae
18
Todorov, Viktor
16
McAleer, Michael
15
Tauchen, George Eugene
15
Koopman, Siem Jan
13
Chang, Tsangyao
10
Campbell, John Y.
9
Gil-Alaña, Luis A.
9
Guidolin, Massimo
9
Kristensen, Dennis
9
Reiß, Markus
9
Christopeit, Norbert
8
Gouriéroux, Christian
8
Maasoumi, Esfandiar
8
Massmann, Michael
8
Park, Joon Y.
8
Post, Thierry
8
Spokojnyj, Vladimir G.
8
Su, Chi-Wei
8
Takahashi, Akihiko
8
Arvanitis, Stelios
7
Brandt, Michael W.
7
Branger, Nicole
7
Chang, Hsu-Ling
7
Cui, Zhenyu
7
Gao, Jiti
7
Hansen, Lars Peter
7
Hurn, Stan
7
Härdle, Wolfgang
7
Kilian, Lutz
7
Lucas, André
7
Strachan, Rodney W.
7
Asai, Manabu
6
Christoffersen, Peter F.
6
Dufour, Jean-Marie
6
Filipović, Damir
6
Iacus, Stefano Maria
6
Küchler, Uwe
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
National Bureau of Economic Research
10
Erasmus Research Institute of Management
3
Federal Reserve System / Division of Research and Statistics
2
University of Exeter / Department of Economics
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
State University of New York at Albany / Department of Economics
1
Symposium on Operations Research <24, 1999, Magdeburg>
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Queensland / School of Economics
1
University of Strathclyde / Department of Economics
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
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Journal of econometrics
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Econometric reviews
30
European journal of operational research : EJOR
24
International journal of theoretical and applied finance
23
Quantitative finance
22
CREATES research paper
21
Journal of economic dynamics & control
20
Computational economics
18
Discussion paper / Tinbergen Institute
18
Economics letters
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Economic modelling
17
Finance and stochastics
17
SFB 649 discussion paper
17
Econometric theory
16
Annals of finance
15
Discussion papers of interdisciplinary research project 373
15
Asia-Pacific financial markets
14
Journal of banking & finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Cowles Foundation discussion paper
12
Journal of empirical finance
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Mathematics of operations research
12
Econometrics : open access journal
11
Finance research letters
11
Insurance / Mathematics & economics
11
Journal of financial economics
11
Journal of mathematical finance
11
Operations research
11
Quantitative economics : QE ; journal of the Econometric Society
11
Journal of risk and financial management : JRFM
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Research paper series / Swiss Finance Institute
10
Risks : open access journal
10
The European journal of finance
10
The econometrics journal
10
NBER Working Paper
9
NBER working paper series
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ECONIS (ZBW)
1,765
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1
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
2
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
6
Power enhancement for testing multi-factor asset pricing models via Fisher's method
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10015074451
Saved in:
7
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
8
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
9
A unified approach to testing for stationarity and unit roots
Harvey, Andrew C.
- In:
Identification and inference for econometric models : …
,
(pp. 403-425)
.
2005
Persistent link: https://www.econbiz.de/10003352588
Saved in:
10
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
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