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~subject:"Stochastic process"
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Stochastic process
Multivariate Analyse
3,489
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3,179
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1,515
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1,514
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567
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559
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450
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399
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398
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186
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170
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156
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151
correspondence analysis
145
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146
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5
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Asai, Manabu
6
McAleer, Michael
5
Avanzi, Benjamin
4
Doucet, Arnaud
4
Kapetanios, George
4
Koopman, Siem Jan
4
Semeraro, Patrizia
4
Strachan, Rodney W.
4
Wong, Bernard
4
Ballotta, Laura
3
Bianchi, Michele Leonardo
3
Chan, Joshua
3
Cipollini, Andrea
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
León-González, Roberto
3
Liesenfeld, Roman
3
Linders, Daniël
3
Spokojnyj, Vladimir G.
3
Stassen, Ben
3
Tassinari, Gian Luca
3
Yu, Jun
3
Aparisi, Francisco
2
Di Bernardino, Elena
2
Epprecht, Eugenio K.
2
Escobar, Marcos
2
Fusai, Gianluca
2
Gribisch, Bastian
2
Guillaume, Florence
2
Guillaume, Tristan
2
Gupta, Aparna
2
Janus, Paweł
2
Kleijnen, Jack P. C.
2
Laurini, Márcio Poletti
2
Loregian, Angela
2
Lucas, André
2
Maasoumi, Esfandiar
2
Mahieu, Ronald J.
2
Marena, Marina
2
Mehdad, Ehsan
2
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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1
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1
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1
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1
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1
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1
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Econometric reviews
13
Insurance / Mathematics & economics
8
International journal of theoretical and applied finance
6
Journal of econometrics
6
Econometric theory
3
European journal of operational research : EJOR
3
Quantitative finance
3
Review of derivatives research
3
Astin bulletin : the journal of the International Actuarial Association
2
Computers & operations research : and their applications to problems of world concern ; an international journal
2
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2
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2
GRIPS discussion papers
2
International journal of production research
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
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2
SpringerLink / Bücher
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2
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2
AFI
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Banco Central do Brasil, Working Papers 415, January 2016
1
CAMA Working Paper
1
CAMA working paper series
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CoFE discussion papers
1
Decision making and risk/return optimization in financial economics
1
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Discussion paper series / Department of Economics, Columbia University
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
1
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ECONIS (ZBW)
151
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1
Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]
Eckstein, Peter P.
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003646673
Saved in:
2
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
3
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
4
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
5
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
6
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
7
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
Saved in:
8
Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
Saved in:
9
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
Saved in:
10
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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