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~subject:"Stochastischer Prozess"
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A Comparison of Alternative Fo...
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Year of publication
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To:
Subject
All
Stochastischer Prozess
Theorie
715,597
Theory
700,698
Volatility
42,752
Volatilität
42,506
Prognoseverfahren
42,095
Schätzung
41,973
Forecasting model
41,100
Estimation
41,030
Welt
38,733
World
38,009
USA
37,513
United States
36,001
Risiko
27,479
Risk
27,317
Deutschland
25,533
Geldpolitik
25,231
Portfolio-Management
24,690
Portfolio selection
24,473
Monetary policy
24,388
Germany
23,923
Börsenkurs
22,364
Share price
22,068
Mathematische Optimierung
19,140
Mathematical programming
19,030
Zeitreihenanalyse
18,293
Wirtschaftswachstum
17,900
Time series analysis
17,813
Kapitaleinkommen
17,737
Capital income
17,678
Economic growth
17,197
Finanzmarkt
13,365
Financial market
13,127
Schätztheorie
12,893
Stochastic process
12,878
Konsumentenverhalten
12,765
Wechselkurs
12,628
Consumer behaviour
12,616
Spieltheorie
12,561
Estimation theory
12,493
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Online availability
All
Free
4,396
Undetermined
3,866
Type of publication
All
Article
7,626
Book / Working Paper
5,536
Journal
4
Type of publication (narrower categories)
All
Article in journal
7,065
Aufsatz in Zeitschrift
7,065
Working Paper
2,321
Graue Literatur
2,172
Non-commercial literature
2,172
Arbeitspapier
2,081
Aufsatz im Buch
507
Book section
507
Hochschulschrift
342
Thesis
266
Lehrbuch
108
Textbook
97
Conference paper
66
Konferenzbeitrag
66
Collection of articles of several authors
56
Sammelwerk
56
Collection of articles written by one author
48
Sammlung
48
Bibliografie enthalten
39
Bibliography included
39
Aufsatzsammlung
31
Konferenzschrift
31
Forschungsbericht
27
Amtsdruckschrift
25
Government document
25
Systematic review
14
Übersichtsarbeit
14
Conference proceedings
12
Einführung
10
Festschrift
8
Mehrbändiges Werk
8
Multi-volume publication
8
Nachschlagewerk
6
Reference book
6
Reprint
6
Glossar enthalten
5
Glossary included
5
Handbook
5
Handbuch
5
Article
4
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Language
All
English
12,879
German
263
French
14
Polish
5
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Romanian
1
Spanish
1
Undetermined
1
Not applicable
1
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Author
All
McAleer, Michael
76
Koopman, Siem Jan
70
Phillips, Peter C. B.
55
Sethi, Suresh
55
Platen, Eckhard
44
Chiarella, Carl
43
Asai, Manabu
42
Post, Thierry
42
Escudero, Laureano F.
41
Barndorff-Nielsen, Ole E.
40
Benth, Fred Espen
38
Cui, Zhenyu
38
Chan, Joshua
36
Todorov, Viktor
34
Yu, Jun
34
Shephard, Neil G.
33
Zhang, Qing
31
Madan, Dilip B.
30
Gendreau, Michel
29
Kohlmann, Michael
29
Takahashi, Akihiko
28
Escobar, Marcos
27
Bos, Charles S.
26
Kleijnen, Jack P. C.
26
Wong, Hoi Ying
26
Gil-Alaña, Luis A.
25
Mumtaz, Haroon
25
Elliott, Robert J.
24
Inderfurth, Karl
24
Tauchen, George Eugene
24
Clark, Todd E.
23
Grasselli, Martino
23
Linton, Oliver
23
Nguyen, Duy
23
Carr, Peter
22
Fouque, Jean-Pierre
22
Hainaut, Donatien
22
Lux, Thomas
22
Renault, Eric
22
Blasques, Francisco
21
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Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
National Bureau of Economic Research
46
Centre for Analytical Finance <Århus>
11
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Institutionen för Skogsekonomi <Ume°a>
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Judge Institute of Management Studies
3
Nuffield College
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
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
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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
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
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
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Published in...
All
European journal of operational research : EJOR
535
International journal of theoretical and applied finance
239
Insurance / Mathematics & economics
209
Journal of econometrics
191
Finance and stochastics
162
Computers & operations research : and their applications to problems of world concern ; an international journal
151
International journal of production research
145
Quantitative finance
141
Operations research
133
Operations research letters
119
Discussion paper / Tinbergen Institute
106
Journal of economic dynamics & control
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
103
Risks : open access journal
103
Mathematics of operations research
100
Applied mathematical finance
94
International journal of production economics
89
Economics letters
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Computational economics
75
Econometric reviews
75
Finance research letters
71
The journal of computational finance
71
Energy economics
67
Mathematical methods of operations research
66
INFORMS journal on computing : JOC
64
Journal of mathematical finance
64
Computational Management Science : CMS
63
Journal of economic theory
61
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Annals of finance
57
Journal of banking & finance
57
Scandinavian actuarial journal
56
Working paper
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
International journal of financial engineering
54
Journal of financial econometrics : official journal of the Society for Financial Econometrics
54
Transportation research / E : an international journal
54
Econometric theory
53
Economic modelling
52
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Source
All
ECONIS (ZBW)
12,914
EconStor
244
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
Showing
1
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10
of
13,166
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date (oldest first)
1
Forecasting the Value-at-Risk of REITs using realized
volatility
jump models
Odusami, Babatunde Olatunji
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013186421
Saved in:
2
Measuring macroeconomic uncertainty : an application for Iran
Heybati, Reza
- In:
Iranian economic review : journal of University of Tehran
25
(
2021
)
3
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012664177
Saved in:
3
Bayesian stochastic
volatility
predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Hachicha, Fatma
;
Ghabri, Yosra
;
Guesmi, Khaled
; …
- In:
Revue Gestion 2000 : management & prospective
39
(
2022
)
6
,
pp. 163-186
Persistent link: https://www.econbiz.de/10014306107
Saved in:
4
Forecasting variance using stochastic
volatility
and GARCH
Hansson, Björn A.
;
Hördahl, Peter
-
1998
Persistent link: https://www.econbiz.de/10000981021
Saved in:
5
Forecasting (LOG)
volatility
models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
6
A test of efficiency for the currency option market using stochastic
volatility
forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
Saved in:
7
Option prices, implied price processes, and stochastic
volatility
Britten-Jones, Mark
;
Neuberger, Anthony
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 839-866
Persistent link: https://www.econbiz.de/10001497298
Saved in:
8
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael
(
ed.
);
Buscher, Herbert S.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001629835
Saved in:
9
[Rezension von: Mallios, William S., The analysis of sports forecasting: modeling parallels between sports gambling and financial markets]
Malkiel, Burton G.
- In:
Journal of economic literature
39
(
2001
)
3
,
pp. 945-946
Persistent link: https://www.econbiz.de/10001612432
Saved in:
10
The multi-fractal model of asset returns : its estimation via GMM and its use for
volatility
forecasting
Lux, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
Saved in:
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