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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
625,588
Theory
610,686
USA
42,177
United States
41,051
Schätzung
30,686
Estimation
29,943
Welt
25,715
World
25,092
Deutschland
23,071
Geldpolitik
22,553
Monetary policy
21,819
Germany
21,652
Portfolio-Management
20,039
Portfolio selection
19,837
Risiko
18,224
Risk
18,021
Mathematische Optimierung
17,479
Mathematical programming
17,371
Stochastic process
16,770
Prognoseverfahren
14,720
Forecasting model
14,448
Derivat
13,959
Derivative
13,925
Volatilität
13,708
Zeitreihenanalyse
13,533
Volatility
13,434
Wirtschaftswachstum
13,288
Time series analysis
13,138
Spieltheorie
12,912
Economic growth
12,703
Game theory
12,188
Börsenkurs
12,053
Share price
11,844
Schätztheorie
11,745
Experiment
11,511
Estimation theory
11,346
Asymmetrische Information
10,626
Asymmetric information
10,342
Wettbewerb
10,252
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Free
5,538
Undetermined
4,978
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Article
10,077
Book / Working Paper
7,126
Journal
8
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Article in journal
9,332
Aufsatz in Zeitschrift
9,332
Working Paper
3,034
Graue Literatur
2,821
Non-commercial literature
2,821
Arbeitspapier
2,731
Aufsatz im Buch
673
Book section
673
Hochschulschrift
455
Thesis
340
Lehrbuch
128
Textbook
114
Collection of articles of several authors
94
Sammelwerk
94
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
61
Sammlung
61
Aufsatzsammlung
58
Konferenzschrift
53
Bibliografie enthalten
40
Bibliography included
40
Forschungsbericht
37
Amtsdruckschrift
26
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26
Conference proceedings
22
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22
Systematic review
16
Übersichtsarbeit
16
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14
Festschrift
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9
Fallstudie
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Mehrbändiges Werk
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English
16,756
German
377
Undetermined
35
French
22
Polish
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Russian
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Spanish
5
Italian
3
Swedish
2
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1
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1
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1
Romanian
1
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Author
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McAleer, Michael
97
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Kohlmann, Michael
30
Račev, Svetlozar T.
30
Gil-Alaña, Luis A.
29
Siu, Tak Kuen
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Carr, Peter
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Riedel, Frank
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
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Institution
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National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
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
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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Published in...
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European journal of operational research : EJOR
643
International journal of theoretical and applied finance
323
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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Source
All
ECONIS (ZBW)
16,783
EconStor
310
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
Saved in:
2
Informationally dynamized Gaussian copula
Crépey, S.
;
Jeanblanc, Monique
;
Wu, Dong Li
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748717
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Distribution of returns generated by stochastic exposure : an application to VaR calculation in the futures markets
Acar, Emmanuel
;
Pearson, Andrew
- In:
Performance measurement in finance
,
(pp. 73-90)
.
2002
Persistent link: https://www.econbiz.de/10001718574
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 496-507
Persistent link: https://www.econbiz.de/10008778699
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
8
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
9
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
10
Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki
;
Siu, Chi Chung
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
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