Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Underlying Return-Generati...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
149
Theory
149
Portfolio selection
86
Portfolio-Management
86
China
72
Forecasting model
51
Prognoseverfahren
51
Capital income
48
Kapitaleinkommen
48
Großbritannien
41
United Kingdom
41
Estimation
37
Schätzung
37
CAPM
33
Börsenkurs
30
Share price
30
Risiko
28
Risk
28
Welt
28
World
28
Anlageverhalten
24
Estimation theory
24
Schätztheorie
24
Volatility
24
Volatilität
24
United States
23
Behavioural finance
22
USA
22
Aktienmarkt
20
Immobilienmarkt
20
Real estate market
20
Stock market
20
Mathematical programming
18
Mathematische Optimierung
18
Commercial real estate
16
Gewerbeimmobilien
16
Time series analysis
16
Zeitreihenanalyse
16
Stochastic process
15
more ...
less ...
Online availability
All
Undetermined
5
Free
2
Type of publication
All
Article
10
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
15
Author
All
Satchell, Stephen
12
Knight, John L.
4
Zhang, Qi
3
Ahmed, Muhammad Farid
2
Hong, KiHoon Jimmy
2
Hu, Jiaqiao
2
Almada-Lobo, Bernardo
1
Amorim, Pedro
1
Christodoulakis, George A.
1
Corns, T. R. A.
1
Curcio, Eduardo
1
Knight, John B.
1
Peng, Yijie
1
Thorp, Susan
1
Williams, Oliver
1
Yu, Jun
1
Zhang, Gongbo
1
more ...
less ...
Institution
All
University of Exeter / Department of Economics
1
Published in...
All
DAE working paper
2
The European journal of finance
2
Applied economics
1
Cambridge working papers in economics
1
Discussion papers in economics
1
Forecasting volatility in the financial markets
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International journal of production economics
1
Journal of economics and finance
1
Journal of time series econometrics
1
Operations research
1
Theoretical economics letters
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Adaptation and approximate strategies for solving the lot-sizing and scheduling problem under multistage demand uncertainty
Curcio, Eduardo
;
Amorim, Pedro
;
Zhang, Qi
;
Almada-Lobo, …
- In:
International journal of production economics
202
(
2018
),
pp. 81-96
Persistent link: https://www.econbiz.de/10011882435
Saved in:
2
A stochastic approximation method for simulation-based quantile optimization
Hu, Jiaqiao
;
Peng, Yijie
;
Zhang, Gongbo
;
Zhang, Qi
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2889-2907
Persistent link: https://www.econbiz.de/10014326308
Saved in:
3
Actor-critic-like stochastic adaptive search for continuous simulation optimization
Zhang, Qi
;
Hu, Jiaqiao
- In:
Operations research
70
(
2022
)
6
,
pp. 3519-3537
Persistent link: https://www.econbiz.de/10014307930
Saved in:
4
Estimation of stationary stochastic processes via the empirical characteristic function
Knight, John L.
;
Satchell, Stephen
-
1994
Persistent link: https://www.econbiz.de/10000147749
Saved in:
5
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
6
Testing for infinite order stochastic dominance with applications to finance, risk and income inequality
Knight, John B.
;
Satchell, Stephen
-
1999
Persistent link: https://www.econbiz.de/10001407264
Saved in:
7
What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
-
2016
Persistent link: https://www.econbiz.de/10011456022
Saved in:
8
The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy
;
Satchell, Stephen
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
Saved in:
9
What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
Saved in:
10
GARCH processes - some exact results, some difficulties and a suggested remedy
Knight, John L.
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 365-389)
.
2007
Persistent link: https://www.econbiz.de/10003873026
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
