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
Nonparametric regression densi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
17,354
Theory
16,909
Regressionsanalyse
14,513
Regression analysis
14,507
Bayesian inference
10,719
Bayes-Statistik
10,183
Nichtparametrisches Verfahren
8,834
Schätzung
8,827
Schätztheorie
8,764
Estimation
8,666
Estimation theory
8,619
Nonparametric statistics
8,450
Risikomaß
7,641
Markov chain
7,580
Markov-Kette
7,578
Risk measure
7,521
Prognoseverfahren
4,640
Forecasting model
4,589
Zeitreihenanalyse
3,905
Time series analysis
3,796
Portfolio-Management
3,551
Portfolio selection
3,531
Volatilität
3,261
Volatility
3,226
Risk
2,804
Risiko
2,801
USA
2,800
United States
2,717
Risikomanagement
2,533
Risk management
2,480
Statistische Verteilung
2,429
Statistical distribution
2,380
Kapitaleinkommen
2,202
Capital income
2,192
Stochastic process
2,175
VAR-Modell
2,100
ARCH-Modell
2,096
VAR model
2,089
ARCH model
2,064
more ...
less ...
Online availability
All
Free
779
Undetermined
776
Type of publication
All
Article
1,346
Book / Working Paper
875
Journal
1
Type of publication (narrower categories)
All
Article in journal
1,291
Aufsatz in Zeitschrift
1,291
Working Paper
475
Graue Literatur
472
Non-commercial literature
472
Arbeitspapier
441
Hochschulschrift
55
Aufsatz im Buch
45
Book section
45
Thesis
44
Lehrbuch
17
Collection of articles of several authors
14
Sammelwerk
14
Textbook
14
Collection of articles written by one author
12
Sammlung
12
Conference paper
6
Konferenzbeitrag
6
Aufsatzsammlung
5
Konferenzschrift
5
Forschungsbericht
4
Bibliografie enthalten
3
Bibliography included
3
Festschrift
3
Handbook
2
Handbuch
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Article
1
Aufgabensammlung
1
Biografie
1
Biography
1
Einführung
1
Government document
1
Mikroform
1
more ...
less ...
Language
All
English
2,180
German
38
Polish
3
French
1
Undetermined
1
Author
All
Chan, Joshua
27
Phillips, Peter C. B.
22
Carriero, Andrea
18
Clark, Todd E.
18
Elliott, Robert J.
17
Gao, Jiti
17
Marcellino, Massimiliano
15
Rodriguez, Gabriel
15
Martin, Gael M.
14
Mertens, Elmar
14
Siu, Tak Kuen
14
Yu, Jun
13
Chib, Siddhartha
12
Christopeit, Norbert
12
Linton, Oliver
12
Massmann, Michael
12
Nguyen, Duy
12
Rady, Sven
12
Shimotsu, Katsumi
12
Tsionas, Efthymios G.
12
Forbes, Catherine Scipione
11
Keller, Godfrey
11
Pettenuzzo, Davide
11
Shephard, Neil G.
11
Cui, Zhenyu
10
Timmermann, Allan
10
Wirjanto, Tony S.
10
Bos, Charles S.
9
Jensen, Mark J.
9
Kilian, Lutz
9
Koop, Gary
9
Maneesoonthorn, Worapree
9
McAleer, Michael
9
Men, Zhongxian
9
Mumtaz, Haroon
9
Navarro, Salvador
9
Schorfheide, Frank
9
Strachan, Rodney W.
9
Topaloglou, Nikolas
9
Eisenstat, Eric
8
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
National Bureau of Economic Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Judge Institute of Management Studies
2
Springer Fachmedien Wiesbaden
2
University of Essex / Department of Economics
2
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
Center for Economic Research <Tilburg>
1
Centre for Microdata Methods and Practice <London>
1
Institutet för Internationell Ekonomi <Stockholm>
1
Nuffield College
1
Queen Mary College / Department of Economics
1
Springer-Verlag GmbH
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of Canterbury / Dept. of Economics and Finance
1
University of Chicago / Graduate School of Business
1
University of Melbourne / Department of Economics
1
University of Queensland / School of Economics
1
Universität Konstanz / Fakultät für Wirtschaftswissenschaften und Statistik
1
Université de Montréal / Département de sciences économiques
1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
82
Journal of econometrics
70
Insurance / Mathematics & economics
45
International journal of theoretical and applied finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Econometric reviews
31
Discussion paper / Tinbergen Institute
23
Mathematics of operations research
23
Operations research
23
Quantitative finance
22
Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of production research
20
Risks : open access journal
20
Finance and stochastics
19
Computational economics
18
CAMA working paper series
17
SFB 649 discussion paper
17
Economic modelling
16
Economics letters
16
Journal of risk and financial management : JRFM
16
Journal of mathematical finance
15
Annals of operations research
14
Energy economics
14
Finance research letters
14
International journal of forecasting
14
Journal of economic dynamics & control
14
Working paper
14
Computers & operations research : and their applications to problems of world concern ; an international journal
13
Journal of empirical finance
13
Econometric theory
12
Quantitative economics : QE ; journal of the Econometric Society
12
Operations research letters
11
The journal of computational finance
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
CREATES research paper
10
Cowles Foundation discussion paper
10
Econometrics : open access journal
10
INFORMS journal on computing : JOC
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of forecasting
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,180
EconStor
35
USB Cologne (EcoSocSci)
6
BASE
1
Showing
1
-
10
of
2,222
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution
Takahashi, Makoto
;
Watanabe, Toshiaki
;
Omori, Yasuhiro
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 437-457
Persistent link: https://www.econbiz.de/10011597142
Saved in:
2
Semiparametric Bayesian inference for time-varying parameter
regression
models with stochastic volatility
Dimitrakopoulos, Stefanos
- In:
Economics letters
150
(
2017
),
pp. 10-14
Persistent link: https://www.econbiz.de/10011761750
Saved in:
3
Bayesian failure-rate modeling and preventive maintenance optimization
Belyi, Dmitriy
;
Popova, Elmira
;
Morton, David P.
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1085-1093
Persistent link: https://www.econbiz.de/10011802470
Saved in:
4
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
-
2018
Persistent link: https://www.econbiz.de/10011891048
Saved in:
5
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
6
Extreme-quantile tracking for financial time series
Chavez-Demoulin, V.
;
Embrechts, Paul
;
Sardy, S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010473421
Saved in:
7
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
8
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
9
Ordinal-response GARCH models for transaction data : a forecasting exercise
Dimitrakopoulos, Stefanos
;
Tsionas, Efthymios G.
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10012305278
Saved in:
10
Essays in statistical estimation and a stochastic application to financial markets
Huang, Jing
-
2018
Persistent link: https://www.econbiz.de/10012183865
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
