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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
627,713
Theory
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USA
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29,935
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Börsenkurs
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Experiment
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Share price
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Asymmetrische Information
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Volatilität
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Wettbewerb
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Wohlfahrtsanalyse
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Phillips, Peter C. B.
60
Koopman, Siem Jan
49
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
39
Post, Thierry
33
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Platen, Eckhard
30
Yu, Jun
30
Chiarella, Carl
29
Gendreau, Michel
27
Linton, Oliver
25
Chan, Joshua
23
Gao, Jiti
23
Zhang, Qing
23
Asai, Manabu
22
Küchler, Uwe
21
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Whang, Yoon-jae
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Clark, Todd E.
19
Taylor, Robert
19
Benth, Fred Espen
18
Blasques, Francisco
17
Bos, Charles S.
17
Föllmer, Hans
17
Garín, María Araceli
17
Gil-Alaña, Luis A.
17
Kilian, Lutz
17
Kraft, Holger
17
Liesenfeld, Roman
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Alvarez, Luis H. R.
16
Arvanitis, Stelios
16
Maggioni, Francesca
16
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
36
Centre for Analytical Finance <Århus>
11
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
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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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
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Springer-Verlag GmbH
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
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
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University of Essex / Department of Economics
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Universität Mannheim
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Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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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 Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
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European journal of operational research : EJOR
457
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
127
Journal of econometrics
120
Operations research
120
International journal of theoretical and applied finance
116
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
77
Discussion paper / Tinbergen Institute
74
Journal of economic dynamics & control
73
Risks : open access journal
65
INFORMS journal on computing : JOC
63
Econometric reviews
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Quantitative finance
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Economics letters
55
Journal of economic theory
55
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
45
Computational economics
44
Econometric theory
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Economic modelling
42
Omega : the international journal of management science
42
SFB 649 discussion paper
40
SpringerLink / Bücher
40
CREATES research paper
37
IMA journal of management mathematics
37
Annals of operations research
36
Scandinavian actuarial journal
36
Working paper / National Bureau of Economic Research, Inc.
36
Annals of finance
35
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ECONIS (ZBW)
9,521
EconStor
229
USB Cologne (EcoSocSci)
8
OLC EcoSci
1
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1
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
Saved in:
2
A simple nonparametric test for the equality of
autocorrelation
structures of two stochastic processes, with application to experimental data
Pudney, Stephen E.
;
Deadman, Derek F.
;
Clark, F.
-
1997
Persistent link: https://www.econbiz.de/10000654971
Saved in:
3
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Saved in:
4
Change-point detection in Phase I for autocorrelated Poisson profiles with random or unbalanced designs
He, Shuguang
;
Song, Lisha
;
Shang, Yanfen
;
Wang, Zhiqiong
- In:
International journal of production research
59
(
2021
)
14
,
pp. 4306-4323
Persistent link: https://www.econbiz.de/10012589292
Saved in:
5
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:
6
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:
7
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
8
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
9
Testing for unit roots in autoregressions with multiple level shifts
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1162-1215
Persistent link: https://www.econbiz.de/10003591856
Saved in:
10
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
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