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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
629,383
Theory
614,481
USA
45,700
United States
44,465
Volatility
41,135
Volatilität
40,866
Schätzung
37,943
Estimation
37,034
Welt
30,521
World
29,812
Geldpolitik
24,076
Deutschland
23,593
Monetary policy
23,304
Portfolio-Management
22,208
Germany
22,116
Portfolio selection
21,990
Risiko
20,847
Risk
20,701
Börsenkurs
20,609
Share price
20,315
CAPM
19,076
Kapitaleinkommen
17,296
Capital income
17,233
Mathematische Optimierung
17,130
Prognoseverfahren
17,031
Mathematical programming
17,025
Forecasting model
16,736
Zeitreihenanalyse
14,883
Wirtschaftswachstum
14,512
Time series analysis
14,480
Economic growth
13,886
Spieltheorie
12,765
Risikoprämie
12,465
Risk premium
12,333
Finanzmarkt
12,054
Game theory
12,037
Stochastic process
11,919
Financial market
11,802
Experiment
11,569
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Free
3,995
Undetermined
3,541
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Article
7,061
Book / Working Paper
5,135
Journal
4
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Article in journal
6,517
Aufsatz in Zeitschrift
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2,259
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2,115
Non-commercial literature
2,115
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2,026
Aufsatz im Buch
481
Book section
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Hochschulschrift
343
Thesis
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Textbook
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Collection of articles of several authors
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Sammelwerk
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Conference paper
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Konferenzbeitrag
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Collection of articles written by one author
51
Sammlung
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Bibliografie enthalten
39
Bibliography included
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Aufsatzsammlung
32
Konferenzschrift
31
Forschungsbericht
28
Amtsdruckschrift
24
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24
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14
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9
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7
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English
11,922
German
255
French
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5
Italian
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Russian
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Swedish
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1
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Spanish
1
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1
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1
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Author
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McAleer, Michael
75
Phillips, Peter C. B.
60
Koopman, Siem Jan
58
Chiarella, Carl
46
Platen, Eckhard
43
Sethi, Suresh
42
Asai, Manabu
40
Barndorff-Nielsen, Ole E.
40
Escudero, Laureano F.
39
Chan, Joshua
37
Cui, Zhenyu
36
Todorov, Viktor
34
Yu, Jun
34
Post, Thierry
33
Shephard, Neil G.
33
Escobar, Marcos
30
Kohlmann, Michael
30
Benth, Fred Espen
29
Takahashi, Akihiko
28
Gendreau, Michel
27
Clark, Todd E.
26
Fabozzi, Frank J.
26
Linton, Oliver
26
Gao, Jiti
25
Mumtaz, Haroon
25
Bos, Charles S.
24
Tauchen, George Eugene
24
Elliott, Robert J.
23
Madan, Dilip B.
23
Račev, Svetlozar T.
23
Zhang, Qing
23
Fouque, Jean-Pierre
22
Grasselli, Martino
22
Marcellino, Massimiliano
22
Wong, Hoi Ying
22
Küchler, Uwe
21
Nguyen, Duy
21
Siu, Tak Kuen
21
Andersen, Torben
20
Branger, Nicole
20
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Institution
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National Bureau of Economic Research
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Centre for Analytical Finance <Århus>
13
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
6
Econometrisch Instituut <Rotterdam>
5
Chambre de commerce et d'industrie de Paris
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
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Nuffield College
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
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
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
International Center for Financial Asset Management and Engineering
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
2
University of Canterbury / Dept. of Economics and Finance
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Universität Ulm
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
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Published in...
All
European journal of operational research : EJOR
511
International journal of theoretical and applied finance
228
Insurance / Mathematics & economics
180
Journal of econometrics
174
Finance and stochastics
159
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Quantitative finance
133
International journal of production research
130
Operations research
121
Operations research letters
109
Journal of economic dynamics & control
107
Mathematical finance : an international journal of mathematics, statistics and financial theory
102
Discussion paper / Tinbergen Institute
94
Risks : open access journal
89
Mathematics of operations research
87
Applied mathematical finance
83
Computational economics
80
International journal of production economics
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Econometric reviews
74
Economics letters
68
The journal of computational finance
68
INFORMS journal on computing : JOC
64
Finance research letters
63
Computational Management Science : CMS
59
Journal of mathematical finance
58
Annals of finance
57
Journal of economic theory
57
Energy economics
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
International journal of financial engineering
54
Mathematical methods of operations research
54
Economic modelling
53
Transportation research / E : an international journal
52
Working paper
51
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Discussion papers of interdisciplinary research project 373
49
Journal of banking & finance
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
47
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Source
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ECONIS (ZBW)
11,956
EconStor
236
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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1
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
2
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
3
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied
volatility
applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
4
Essays on stochastic
volatility
Nossman, Marcus
-
2009
Persistent link: https://www.econbiz.de/10003837367
Saved in:
5
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
6
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
-
2009
Persistent link: https://www.econbiz.de/10009428004
Saved in:
7
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
8
What order? : perturbation methods for stochastic
volatility
asset pricing and business cycle models
De Groot, Oliver
-
2016
Persistent link: https://www.econbiz.de/10011539654
Saved in:
9
What order? : perturbation methods for stochastic
volatility
asset pricing and business cycle models
De Groot, Oliver
-
2016
Persistent link: https://www.econbiz.de/10011539664
Saved in:
10
Capital asset pricing model and stochastic
volatility
: a case study of India
Demir, Ender
;
Fung, Ka Wai Terence
;
Zhou, Lu
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 52-65
Persistent link: https://www.econbiz.de/10011562386
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