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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
620,715
Theory
605,630
USA
44,162
United States
42,943
Volatility
40,245
Volatilität
40,056
Schätzung
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Welt
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Portfolio selection
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19,070
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18,918
Börsenkurs
18,119
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17,837
Mathematische Optimierung
16,608
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16,503
Prognoseverfahren
16,002
Forecasting model
15,715
Zeitreihenanalyse
14,480
Wirtschaftswachstum
14,182
Time series analysis
14,076
Economic growth
13,558
Kapitaleinkommen
13,458
Capital income
13,406
Spieltheorie
13,336
Game theory
12,599
Experiment
12,340
Stochastic process
11,480
Schätztheorie
10,927
Finanzmarkt
10,907
Asymmetrische Information
10,896
Financial market
10,670
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10,621
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McAleer, Michael
73
Phillips, Peter C. B.
60
Koopman, Siem Jan
58
Chiarella, Carl
44
Platen, Eckhard
42
Sethi, Suresh
42
Asai, Manabu
40
Barndorff-Nielsen, Ole E.
40
Escudero, Laureano F.
39
Chan, Joshua
36
Cui, Zhenyu
36
Todorov, Viktor
34
Shephard, Neil G.
33
Yu, Jun
33
Post, Thierry
32
Kohlmann, Michael
30
Escobar, Marcos
29
Benth, Fred Espen
28
Linton, Oliver
26
Takahashi, Akihiko
26
Clark, Todd E.
25
Mumtaz, Haroon
25
Bos, Charles S.
24
Gendreau, Michel
24
Tauchen, George Eugene
24
Gao, Jiti
23
Zhang, Qing
23
Elliott, Robert J.
22
Fabozzi, Frank J.
22
Fouque, Jean-Pierre
22
Grasselli, Martino
22
Wong, Hoi Ying
22
Inderfurth, Karl
21
Küchler, Uwe
21
Marcellino, Massimiliano
21
Nguyen, Duy
21
Andersen, Torben
20
Branger, Nicole
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
National Bureau of Economic Research
47
Centre for Analytical Finance <Århus>
13
Springer Fachmedien Wiesbaden
7
Econometrisch Instituut <Rotterdam>
5
Erasmus Research Institute of Management
5
Chambre de commerce et d'industrie de Paris
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
Nuffield College
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
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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
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
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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University of Canterbury / Dept. of Economics and Finance
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University of Essex / Department of Economics
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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
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
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European journal of operational research : EJOR
478
International journal of theoretical and applied finance
218
Insurance / Mathematics & economics
176
Journal of econometrics
171
Finance and stochastics
152
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
127
Quantitative finance
118
Operations research
114
Operations research letters
109
Journal of economic dynamics & control
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
Discussion paper / Tinbergen Institute
97
Mathematics of operations research
83
Risks : open access journal
82
Applied mathematical finance
77
Computational economics
76
International journal of production economics
76
Econometric reviews
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
The journal of computational finance
65
INFORMS journal on computing : JOC
63
Economics letters
62
Computational Management Science : CMS
59
Journal of economic theory
56
Journal of mathematical finance
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Mathematical methods of operations research
53
Economic modelling
52
Transportation research / E : an international journal
52
Annals of finance
51
Energy economics
51
International journal of financial engineering
51
Working paper
50
Discussion papers of interdisciplinary research project 373
49
Finance research letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Journal of banking & finance
48
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Econometric theory
46
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Source
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ECONIS (ZBW)
11,517
EconStor
238
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
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31
An empirical comparison of alternative stochastic
volatility
models
Belledin, Michael
;
Schlag, Christian
-
1999
-
Current Version: June 1, 1999
Persistent link: https://www.econbiz.de/10001403468
Saved in:
32
Stochastic
volatility
in interest rates and nonlinearity in velocity
Barnett, William A.
-
1996
Persistent link: https://www.econbiz.de/10001328762
Saved in:
33
Multivariate stochastic
volatility
models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
34
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
35
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
36
Pricing options under generalized GARCH and stochastic
volatility
processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
37
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Saved in:
38
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
Saved in:
39
A market model for stochastic implied
volatility
Schönbucher, Philipp J.
-
1999
Persistent link: https://www.econbiz.de/10001392968
Saved in:
40
Stock evolution under stochastic
volatility
: a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
Saved in:
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