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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
627,884
Theory
612,982
USA
47,437
United States
46,061
Volatility
41,065
Volatilität
40,796
Schätzung
39,320
Estimation
38,376
Welt
30,362
Zeitreihenanalyse
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World
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Time series analysis
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Portfolio-Management
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Portfolio selection
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Risk
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Börsenkurs
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Share price
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Prognoseverfahren
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Zins
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Forecasting model
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Interest rate
17,552
Mathematische Optimierung
17,045
Mathematical programming
16,939
Wirtschaftswachstum
15,410
Schätztheorie
14,922
Economic growth
14,767
Kapitaleinkommen
14,546
Estimation theory
14,516
Capital income
14,491
Spieltheorie
12,706
Stochastic process
12,048
Game theory
11,980
Wechselkurs
11,737
Finanzmarkt
11,669
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Article
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McAleer, Michael
77
Phillips, Peter C. B.
67
Koopman, Siem Jan
65
Platen, Eckhard
45
Chiarella, Carl
44
Sethi, Suresh
42
Asai, Manabu
41
Barndorff-Nielsen, Ole E.
40
Escudero, Laureano F.
39
Chan, Joshua
37
Cui, Zhenyu
37
Yu, Jun
35
Todorov, Viktor
34
Gao, Jiti
33
Shephard, Neil G.
33
Post, Thierry
32
Benth, Fred Espen
31
Kohlmann, Michael
30
Escobar, Marcos
29
Gendreau, Michel
27
Gil-Alaña, Luis A.
27
Linton, Oliver
27
Takahashi, Akihiko
27
Clark, Todd E.
26
Bos, Charles S.
25
Mumtaz, Haroon
25
Tauchen, George Eugene
24
Elliott, Robert J.
23
Grasselli, Martino
23
Zhang, Qing
23
Fabozzi, Frank J.
22
Fouque, Jean-Pierre
22
Lucas, André
22
Madan, Dilip B.
22
Marcellino, Massimiliano
22
Wong, Hoi Ying
22
Hafner, Christian M.
21
Küchler, Uwe
21
Nguyen, Duy
21
Siu, Tak Kuen
21
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
50
National Bureau of Economic Research
48
Centre for Analytical Finance <Århus>
15
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Chambre de commerce et d'industrie de Paris
4
Nuffield College
4
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
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
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
Queen Mary College / Department of Economics
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 Canterbury / Dept. of Economics and Finance
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Universität Ulm
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
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European journal of operational research : EJOR
495
International journal of theoretical and applied finance
224
Journal of econometrics
189
Insurance / Mathematics & economics
181
Finance and stochastics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Quantitative finance
131
International journal of production research
128
Operations research
121
Operations research letters
109
Journal of economic dynamics & control
105
Discussion paper / Tinbergen Institute
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
101
Mathematics of operations research
88
Risks : open access journal
88
Computational economics
83
Applied mathematical finance
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Econometric reviews
78
International journal of production economics
78
Economics letters
73
The journal of computational finance
67
INFORMS journal on computing : JOC
64
Finance research letters
61
Journal of mathematical finance
61
Computational Management Science : CMS
60
Economic modelling
58
Energy economics
58
Journal of economic theory
56
Working paper
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Annals of finance
53
International journal of financial engineering
53
Mathematical methods of operations research
53
Journal of banking & finance
52
Transportation research / E : an international journal
52
Econometric theory
51
Discussion papers of interdisciplinary research project 373
50
CREATES research paper
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
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Source
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ECONIS (ZBW)
12,089
EconStor
246
USB Cologne (EcoSocSci)
11
OLC EcoSci
1
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1
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
The theory of monetary aggregation
,
(pp. 274-295)
.
2000
Persistent link: https://www.econbiz.de/10001508715
Saved in:
2
Stochastic
volatility
in interest rates and complex dynamics in velocity
Barnett, William A.
;
Xu, Haiyang
- In:
Commerce, complexity, and evolution : topics in …
,
(pp. 147-171)
.
2000
Persistent link: https://www.econbiz.de/10001556430
Saved in:
3
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
-
1996
Persistent link: https://www.econbiz.de/10001328762
Saved in:
4
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
5
Time series dynamics of short term interest rates in Turkey
Siklar, Emel
;
Şıklar, İlyas
- In:
Business and Economic Research : BER
11
(
2021
)
1
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012624222
Saved in:
6
Modeling conditional heteroscedasticity and dorecasting in short term interest rate of KIBOR
Irfan, Mohammad
;
Irfan, Maria
;
Awais, Muhammad
- In:
International journal of economic perspectives : IJEP
4
(
2010
)
4
,
pp. 635-654
Persistent link: https://www.econbiz.de/10011587802
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
9
Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael
-
2005
Persistent link: https://www.econbiz.de/10002553526
Saved in:
10
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
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