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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Theory
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Welt
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World
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Einkommensverteilung
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Volatilität
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Experiment
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Income distribution
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Innovation
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Asymmetrische Information
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Phillips, Peter C. B.
55
Sethi, Suresh
53
Koopman, Siem Jan
50
Post, Thierry
43
McAleer, Michael
42
Escudero, Laureano F.
41
Platen, Eckhard
36
Zhang, Qing
31
Barndorff-Nielsen, Ole E.
30
Yu, Jun
30
Gendreau, Michel
29
Kohlmann, Michael
29
Madan, Dilip B.
29
Linton, Oliver
28
Chiarella, Carl
27
Chan, Joshua
26
Asai, Manabu
25
Benth, Fred Espen
25
Inderfurth, Karl
24
Kleijnen, Jack P. C.
24
Wong, Wing Keung
23
Lux, Thomas
22
Whang, Yoon-jae
22
Fabozzi, Frank J.
21
Gil-Alaña, Luis A.
21
Račev, Svetlozar T.
21
Zhang, Hanqin
21
Härdle, Wolfgang
20
Wallace, Stein W.
20
Blasques, Francisco
19
Gao, Jiti
19
Kraft, Holger
19
Küchler, Uwe
19
Maggioni, Francesca
19
Rei, Walter
19
Taylor, Robert
19
Wong, Bernard
19
Wälde, Klaus
19
Avanzi, Benjamin
18
Föllmer, Hans
18
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
8
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Institutionen för Skogsekonomi <Umeå>
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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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
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
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Kansantaloustieteen Laitos <Helsinki>
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School of Economics and Finance <Brisbane>
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Social Systems Research Institute
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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University of Chicago / Graduate School of Business
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Universität Mannheim
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Université de Montréal / Département de sciences économiques
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kassel university press
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centre for Microdata Methods and Practice <London>
1
Centro Internazionale Matematico Estivo
1
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European journal of operational research : EJOR
517
Insurance / Mathematics & economics
189
Computers & operations research : and their applications to problems of world concern ; an international journal
152
Finance and stochastics
147
International journal of production research
146
International journal of theoretical and applied finance
146
Operations research
144
Journal of econometrics
133
Operations research letters
118
Mathematics of operations research
102
International journal of production economics
88
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
Risks : open access journal
85
Discussion paper / Tinbergen Institute
80
Quantitative finance
78
Journal of economic dynamics & control
77
Economics letters
66
INFORMS journal on computing : JOC
63
Econometric reviews
62
Mathematical methods of operations research
62
Journal of economic theory
60
Computational Management Science : CMS
58
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Omega : the international journal of management science
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Scandinavian actuarial journal
54
Computational economics
53
Transportation research / E : an international journal
53
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
52
Econometric theory
51
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Applied mathematical finance
47
Working paper
45
Discussion papers of interdisciplinary research project 373
44
Finance research letters
44
Energy economics
42
Economic modelling
41
OR spectrum : quantitative approaches in management
41
SpringerLink / Bücher
41
SFB 649 discussion paper
40
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ECONIS (ZBW)
10,884
EconStor
232
USB Cologne (EcoSocSci)
6
OLC EcoSci
1
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
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2
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
3
Stochastic upper bounds for present value functions
Goovaerts, Marc J.
;
Dhaene, Jan
;
De Schepper, Ann
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001534101
Saved in:
4
On rational bubbles and fat tails
Lux, Thomas
;
Sornette, Didier
-
1999
Persistent link: https://www.econbiz.de/10001454330
Saved in:
5
A comparison of approximation techniques for transition densities of diffusion processes
Jensen, Bjarke
;
Poulsen, Rolf
-
1999
Persistent link: https://www.econbiz.de/10001455863
Saved in:
6
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
7
Empirical process of the squared residuals of an ARCH sequence
Horváth, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
Saved in:
8
The density of the sufficient statistics for a Gaussian AR (1) model in terms of generalized functions
Forchini, G.
-
2000
Persistent link: https://www.econbiz.de/10001488555
Saved in:
9
Models for variable-stress accelerated life testing experiments based on Wiener processes and the inverse Gaussian distribution
Doksum, Kjell A.
;
Høyland, Arnljot
-
1989
Persistent link: https://www.econbiz.de/10000774179
Saved in:
10
On the existence of extremal stationary distribution of Markov processes
Heikkilä, Seppo
;
Salonen, Hannu
-
1996
Persistent link: https://www.econbiz.de/10000946771
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