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Stochastic process
Zeitreihenanalyse
28,970
Time series analysis
28,550
Theorie
12,524
Theory
12,502
Prognoseverfahren
5,781
Schätztheorie
5,776
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5,759
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5,558
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USA
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Cointegration
2,156
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1,980
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1,976
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1,848
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1,842
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1,809
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1,746
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1,746
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1,543
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time series
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Stochastischer Prozess
1,407
State space model
1,406
Zustandsraummodell
1,404
Unit root test
1,370
Einheitswurzeltest
1,369
Strukturbruch
1,229
Structural break
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Welt
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1,065
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Phillips, Peter C. B.
37
Koopman, Siem Jan
35
Gao, Jiti
27
Gil-Alaña, Luis A.
26
Chan, Joshua
22
McAleer, Michael
21
Lucas, André
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Caporale, Guglielmo Maria
14
Asai, Manabu
13
Yu, Jun
13
Blasques, Francisco
12
Marcellino, Massimiliano
11
Taylor, Robert
11
Härdle, Wolfgang
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Dong, Chaohua
9
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Shephard, Neil G.
9
Carriero, Andrea
8
Cross, Jamie
8
Gonçalves, Sílvia
8
Lieberman, Offer
8
Rodriguez, Gabriel
8
Busetti, Fabio
7
Lacroix, Renaud
7
Li, Jia
7
Robinson, Peter M.
7
Schorfheide, Frank
7
Strachan, Rodney W.
7
Caporin, Massimiliano
6
Dette, Holger
6
Lux, Thomas
6
Martin, Gael M.
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
National Bureau of Economic Research
2
Université de Montréal / Département de sciences économiques
2
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
International Statistical Institute
1
London School of Economics and Political Science
1
Nuffield College
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Essex / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
72
Discussion paper / Tinbergen Institute
44
Econometric reviews
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric theory
24
Economics letters
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
Working paper
15
CAMA working paper series
14
Quantitative finance
13
The econometrics journal
13
Cowles Foundation discussion paper
12
SFB 649 discussion paper
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
European journal of operational research : EJOR
10
Journal of empirical finance
10
Energy economics
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
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ECONIS (ZBW)
1,394
RePEc
2
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1
Sustainable management of fossil fuels : a dynamic stochastic optimization approach with jump-diffusion
Castellano, Rosella
;
Cerqueti, Roy
;
Spinesi, Luca
- In:
European journal of operational research : EJOR
255
(
2016
)
1
,
pp. 288-297
Persistent link: https://www.econbiz.de/10011530870
Saved in:
2
Stochastic growth, taxation policy and welfare cost in an open emerging economy
Chebbi, Ali
- In:
International review of economics : journal of civil economy
62
(
2015
)
1
,
pp. 57-84
Persistent link: https://www.econbiz.de/10010501292
Saved in:
3
The cross-shareholding network and risk contagion from stochastic shocks : an investigation based on China’s market
Feng, Yun
;
Li, Xin
- In:
Computational economics
59
(
2022
)
1
,
pp. 357-381
Persistent link: https://www.econbiz.de/10013169012
Saved in:
4
The R&D stochastic component within the "sailing-ship effect"
Filatrella, Giovanni
;
De Liso, Nicola
- In:
Economics of innovation and new technology
30
(
2021
)
7
,
pp. 731-749
Persistent link: https://www.econbiz.de/10012650511
Saved in:
5
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
6
Deep hedging of derivatives using reinforcement learning
Cao, Jay
;
Chen, Jacky
;
Hull, John
;
Poulos, Zissis
- In:
The journal of financial data science
3
(
2021
)
1
,
pp. 10-27
Persistent link: https://www.econbiz.de/10012486250
Saved in:
7
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
8
Scoring from pairwise winning indices
Arcidiacono, Sally Giuseppe
;
Corrente, Salvatore
; …
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014320954
Saved in:
9
Strategy selection and outcome prediction in sport using dynamic learning for stochastic processes
Percy, David Frank
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
11
,
pp. 1840-1849
Persistent link: https://www.econbiz.de/10011418545
Saved in:
10
Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
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