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~subject:"Stochastischer Prozess"
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Comparative testing of experts
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Subject
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Stochastischer Prozess
Theorie
625,486
Theory
610,584
USA
41,399
United States
40,277
Schätzung
30,304
Estimation
29,544
Welt
25,129
World
24,498
Deutschland
22,782
Geldpolitik
22,482
Monetary policy
21,751
Germany
21,374
Portfolio-Management
19,119
Portfolio selection
18,914
Risiko
17,742
Risk
17,552
Mathematische Optimierung
16,975
Mathematical programming
16,869
Prognoseverfahren
14,616
Forecasting model
14,341
Zeitreihenanalyse
13,439
Wirtschaftswachstum
13,297
Spieltheorie
13,181
Time series analysis
13,048
Economic growth
12,696
Game theory
12,457
Schätztheorie
12,364
Estimation theory
11,958
Experiment
11,629
Börsenkurs
11,448
Share price
11,241
Asymmetrische Information
10,819
Volatilität
10,710
Asymmetric information
10,541
Volatility
10,455
Wettbewerb
10,298
Wohlfahrtsanalyse
10,158
Welfare analysis
9,986
Competition
9,949
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Online availability
All
Free
3,126
Undetermined
2,818
Type of publication
All
Article
5,776
Book / Working Paper
4,274
Journal
4
Type of publication (narrower categories)
All
Article in journal
5,283
Aufsatz in Zeitschrift
5,283
Working Paper
1,987
Graue Literatur
1,839
Non-commercial literature
1,839
Arbeitspapier
1,757
Aufsatz im Buch
444
Book section
444
Hochschulschrift
318
Thesis
251
Lehrbuch
106
Textbook
97
Collection of articles of several authors
52
Sammelwerk
52
Collection of articles written by one author
47
Sammlung
47
Conference paper
46
Konferenzbeitrag
46
Bibliografie enthalten
39
Bibliography included
39
Konferenzschrift
32
Aufsatzsammlung
28
Forschungsbericht
27
Amtsdruckschrift
22
Government document
22
Systematic review
14
Übersichtsarbeit
14
Conference proceedings
12
Einführung
10
Festschrift
9
Mehrbändiges Werk
7
Multi-volume publication
7
Nachschlagewerk
6
Reference book
6
Reprint
6
Glossar enthalten
5
Glossary included
5
Handbook
5
Handbuch
5
Article
3
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Language
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English
9,777
German
252
French
14
Polish
6
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Spanish
1
Undetermined
1
Not applicable
1
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Author
All
Phillips, Peter C. B.
63
Koopman, Siem Jan
50
McAleer, Michael
48
Sethi, Suresh
42
Escudero, Laureano F.
39
Platen, Eckhard
34
Post, Thierry
33
Barndorff-Nielsen, Ole E.
31
Yu, Jun
31
Chiarella, Carl
30
Kohlmann, Michael
30
Gendreau, Michel
27
Asai, Manabu
26
Linton, Oliver
26
Chan, Joshua
23
Gao, Jiti
23
Zhang, Qing
23
Küchler, Uwe
21
Benth, Fred Espen
20
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Whang, Yoon-jae
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Taylor, Robert
19
Todorov, Viktor
19
Clark, Todd E.
18
Föllmer, Hans
18
Shephard, Neil G.
18
Siu, Tak Kuen
18
Wirjanto, Tony S.
18
Arvanitis, Stelios
17
Blasques, Francisco
17
Bos, Charles S.
17
Fabozzi, Frank J.
17
Garín, María Araceli
17
Gil-Alaña, Luis A.
17
Kilian, Lutz
17
Kraft, Holger
17
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Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
National Bureau of Economic Research
37
Centre for Analytical Finance <Århus>
11
Springer Fachmedien Wiesbaden
8
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
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
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
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 Essex / Department of Economics
2
Universität Mannheim
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
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centre for Microdata Methods and Practice <London>
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
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Published in...
All
European journal of operational research : EJOR
458
Insurance / Mathematics & economics
159
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
136
International journal of theoretical and applied finance
136
Journal of econometrics
133
International journal of production research
128
Operations research
121
Operations research letters
106
Mathematical finance : an international journal of mathematics, statistics and financial theory
84
Mathematics of operations research
83
Discussion paper / Tinbergen Institute
78
International journal of production economics
77
Journal of economic dynamics & control
77
Risks : open access journal
68
Quantitative finance
65
INFORMS journal on computing : JOC
64
Econometric reviews
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Journal of economic theory
55
Computational economics
53
Economics letters
53
Computational Management Science : CMS
52
Mathematical methods of operations research
52
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
46
Econometric theory
46
Economic modelling
44
Applied mathematical finance
43
Management science : journal of the Institute for Operations Research and the Management Sciences
43
Omega : the international journal of management science
42
SFB 649 discussion paper
40
Annals of finance
38
CREATES research paper
38
Scandinavian actuarial journal
38
SpringerLink / Bücher
38
IMA journal of management mathematics
37
Working paper
37
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Source
All
ECONIS (ZBW)
9,813
EconStor
233
USB Cologne (EcoSocSci)
6
BASE
1
OLC EcoSci
1
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1
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
2
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
3
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
4
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
5
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
6
Change of time and change of measure
Barndorff-Nielsen, Ole E.
;
Širjaev, Alʹbert N.
-
2010
Persistent link: https://www.econbiz.de/10009237173
Saved in:
7
Estimating the stationary distribution of a Markov chain
Athreya, Krishna B.
;
Majumdar, Mukul
- In:
Economic theory : official journal of the Society for …
21
(
2003
)
2/3
,
pp. 729-742
Persistent link: https://www.econbiz.de/10001732965
Saved in:
8
SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano
;
Jeanblanc, Monique
;
Vrins, Frédéric
-
2016
-
This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
Saved in:
9
Testing for stochastic monotonicity
Lee, Sokbae
(
contributor
);
Linton, Oliver
(
contributor
); …
-
2008
intergenerational income mobility. -- Distribution function ; Extreme Value
Theory
; Gaussian Process ; Monotonicity …
Persistent link: https://www.econbiz.de/10003739710
Saved in:
10
Marginal conditional stochastic dominance test for efficiency of capitalization-weighted market portfolio
Chow, K. Victor
;
Hu, Ou
- In:
International economics & finance journal : (IEFJ)
2
(
2007
)
1/2
,
pp. 127-143
Persistent link: https://www.econbiz.de/10003791283
Saved in:
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