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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
622,229
Theory
607,142
USA
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44,192
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39,052
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Mathematical programming
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Volatilität
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Volatility
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Wirtschaftswachstum
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Economic growth
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CAPM
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Spieltheorie
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Game theory
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Aktienmarkt
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Phillips, Peter C. B.
74
Koopman, Siem Jan
62
McAleer, Michael
50
Sethi, Suresh
42
Escudero, Laureano F.
39
Yu, Jun
35
Platen, Eckhard
34
Post, Thierry
34
Barndorff-Nielsen, Ole E.
33
Asai, Manabu
32
Chiarella, Carl
30
Kohlmann, Michael
30
Linton, Oliver
28
Chan, Joshua
27
Todorov, Viktor
26
Gao, Jiti
25
Gendreau, Michel
25
Küchler, Uwe
23
Zhang, Qing
23
Kleijnen, Jack P. C.
22
Lux, Thomas
22
Takahashi, Akihiko
22
Inderfurth, Karl
21
Lucas, André
21
Blasques, Francisco
20
Clark, Todd E.
20
Liesenfeld, Roman
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Benth, Fred Espen
19
Bos, Charles S.
19
Tauchen, George Eugene
19
Taylor, Robert
19
Tsionas, Efthymios G.
19
Whang, Yoon-jae
19
Arvanitis, Stelios
18
Kilian, Lutz
18
Lieberman, Offer
18
Mumtaz, Haroon
18
Shephard, Neil G.
18
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
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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
Springer International Publishing
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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Universität Ulm
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Université de Montréal / Département de sciences économiques
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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
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
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European journal of operational research : EJOR
467
Insurance / Mathematics & economics
170
Journal of econometrics
167
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Finance and stochastics
137
International journal of production research
133
Operations research
133
International journal of theoretical and applied finance
126
Operations research letters
108
Mathematics of operations research
93
Discussion paper / Tinbergen Institute
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
84
Econometric reviews
77
International journal of production economics
75
Journal of economic dynamics & control
73
Risks : open access journal
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
INFORMS journal on computing : JOC
68
Quantitative finance
67
Economics letters
66
Journal of economic theory
57
Computational Management Science : CMS
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Econometric theory
55
Economic modelling
55
Discussion papers of interdisciplinary research project 373
53
Mathematical methods of operations research
52
Transportation research / E : an international journal
52
Computational economics
51
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
CREATES research paper
47
SFB 649 discussion paper
44
Omega : the international journal of management science
41
NBER Working Paper
40
Scandinavian actuarial journal
40
SpringerLink / Bücher
40
Cowles Foundation discussion paper
39
NBER working paper series
39
Working paper
38
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ECONIS (ZBW)
10,418
EconStor
233
USB Cologne (EcoSocSci)
11
OLC EcoSci
1
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1
Pitfalls in estimating jump-diffusion models
Honoré, Peter
-
1998
Persistent link: https://www.econbiz.de/10000994072
Saved in:
2
The dual jump diffusion model for security prices
Frost, Daniel Allen
-
1993
Persistent link: https://www.econbiz.de/10000996118
Saved in:
3
Advances in reliability
Balakrishnan, Narayanaswamy
(
contributor
); …
-
2001
-
1. ed.
Persistent link: https://www.econbiz.de/10001573561
Saved in:
4
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
5
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
Saved in:
6
Comparison of conditional distributions in portfolios of dependent risks
Sordo, Miguel A.
;
Suárez-Llorens, Alfonso
;
Bello, …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10010515927
Saved in:
7
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
8
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
9
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000981017
Saved in:
10
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
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