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
Noisy Signals : Do Ratings’ Vo...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theorie
620,771
Theory
605,686
USA
44,164
United States
42,945
Volatility
40,251
Volatilität
40,063
Schätzung
35,437
Estimation
34,490
Welt
28,734
World
28,029
Deutschland
23,421
Geldpolitik
23,392
Monetary policy
22,640
Germany
21,910
Portfolio-Management
19,874
Portfolio selection
19,664
Risiko
19,072
Risk
18,920
Börsenkurs
18,119
Share price
17,837
Mathematische Optimierung
16,609
Mathematical programming
16,504
Prognoseverfahren
16,007
Forecasting model
15,720
Zeitreihenanalyse
14,481
Wirtschaftswachstum
14,184
Time series analysis
14,077
Economic growth
13,560
Kapitaleinkommen
13,460
Capital income
13,408
Spieltheorie
13,336
Game theory
12,599
Experiment
12,341
Stochastic process
11,483
Schätztheorie
10,927
Finanzmarkt
10,907
Asymmetrische Information
10,899
Financial market
10,670
Asymmetric information
10,624
more ...
less ...
Online availability
All
Free
3,861
Undetermined
3,331
Type of publication
All
Article
6,715
Book / Working Paper
5,047
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,197
Aufsatz in Zeitschrift
6,197
Working Paper
2,212
Graue Literatur
2,066
Non-commercial literature
2,066
Arbeitspapier
1,977
Aufsatz im Buch
472
Book section
472
Hochschulschrift
335
Thesis
260
Lehrbuch
108
Textbook
97
Collection of articles of several authors
58
Sammelwerk
58
Conference paper
53
Konferenzbeitrag
53
Collection of articles written by one author
49
Sammlung
49
Bibliografie enthalten
39
Bibliography included
39
Konferenzschrift
32
Aufsatzsammlung
31
Forschungsbericht
28
Amtsdruckschrift
25
Government document
25
Systematic review
14
Übersichtsarbeit
14
Conference proceedings
12
Einführung
10
Festschrift
9
Mehrbändiges Werk
7
Multi-volume publication
7
Nachschlagewerk
6
Reference book
6
Reprint
6
Glossar enthalten
5
Glossary included
5
Handbook
5
Handbuch
5
Article
3
more ...
less ...
Language
All
English
11,491
German
253
French
14
Polish
5
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Spanish
1
Undetermined
1
more ...
less ...
Author
All
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
more ...
less ...
Institution
All
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
2
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
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
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
11,520
EconStor
238
USB Cologne (EcoSocSci)
7
OLC EcoSci
1
Showing
41
-
50
of
11,766
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
42
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
43
A maximum likelihood approach for non-Gaussian stochastic
volatility
models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
44
An empirical application of stochastic
volatility
models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
45
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
46
Stochastic
volatility
functions implicit in Eurodollar futures options
Bhanot, Karan
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
Saved in:
47
Long memory in continuous-time stochastic
volatility
models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
Saved in:
48
Long memory in continuous time stochastic
volatility
models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
Saved in:
49
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
50
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of
volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
First
Prev
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...
