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Theorie
Stochastischer Prozess
16,952
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Phillips, Peter C. B.
59
Koopman, Siem Jan
42
Sethi, Suresh
42
Escudero, Laureano F.
39
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Platen, Eckhard
30
Yu, Jun
30
Chiarella, Carl
28
Gendreau, Michel
27
Lux, Thomas
24
Chan, Joshua
23
Gao, Jiti
23
Zhang, Qing
23
Linton, Oliver
22
Kohlmann, Michael
21
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Taylor, Robert
20
Whang, Yoon-jae
20
Asai, Manabu
19
Batabyal, Amitrajeet A.
19
Clark, Todd E.
19
Benth, Fred Espen
18
Küchler, Uwe
18
Garín, María Araceli
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Föllmer, Hans
16
Kilian, Lutz
16
Kraft, Holger
16
Maggioni, Francesca
16
Mumtaz, Haroon
16
Siu, Tak Kuen
16
Topaloglou, Nikolas
16
Ulmer, Marlin Wolf
16
Wallace, Stein W.
16
Wilfling, Bernd
16
Arvanitis, Stelios
15
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
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Econometrisch Instituut <Rotterdam>
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
3
Springer-Verlag GmbH
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
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2
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Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
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London School of Economics and Political Science
2
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Social Systems Research Institute
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Tredition GmbH <Hamburg>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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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
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
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European journal of operational research : EJOR
459
Insurance / Mathematics & economics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
130
International journal of production research
128
International journal of theoretical and applied finance
121
Operations research
121
Journal of econometrics
106
Operations research letters
103
Mathematics of operations research
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
International journal of production economics
79
Discussion paper / Tinbergen Institute
73
Journal of economic dynamics & control
73
Risks : open access journal
64
INFORMS journal on computing : JOC
63
Econometric reviews
57
Journal of economic theory
56
Economics letters
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Quantitative finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
52
Mathematical methods of operations research
52
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Econometric theory
47
SpringerLink / Bücher
46
Computational economics
44
Discussion papers of interdisciplinary research project 373
44
Economic modelling
43
Omega : the international journal of management science
43
Management science : journal of the Institute for Operations Research and the Management Sciences
42
SFB 649 discussion paper
40
Working paper / National Bureau of Economic Research, Inc.
39
IMA journal of management mathematics
38
Annals of operations research
36
NBER Working Paper
36
Scandinavian actuarial journal
36
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36
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
2
ArchiDok
1
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1
Five years of continuous-time random walks in
econophysics
Scalas, Enrico
- In:
The complex networks of economic interactions : essays …
,
(pp. 3-16)
.
2005
Persistent link: https://www.econbiz.de/10003253864
Saved in:
2
How close is a fractional process to a random walk with drift?
Larsson, Rolf
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
Saved in:
3
Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018
Yakovenko, Victor M.
;
Ludwig, Danial
-
2023
Persistent link: https://www.econbiz.de/10014317167
Saved in:
4
Fractals and scaling in finance : discontinuity, concentration, risk
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000635535
Saved in:
5
Examples of FCLT in random environment
Liptser, R.
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 183-196)
.
2009
Persistent link: https://www.econbiz.de/10003948852
Saved in:
6
The stress-dependent random walk
Gremm, Martin
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011419399
Saved in:
7
Opracowanie metody badania wpływu zdarze´n ekstremalnych i superekstremalnych na stochastyczną dynamikę szeregów czasowych
Gubiec, Tomasz
;
Kutner, Ryszard
;
Werner, Tomasz
-
2011
Persistent link: https://www.econbiz.de/10009419700
Saved in:
8
Entrance times of random walks : with applications to pension fund modeling
Fiig Jarner, Søren
;
Tolver Kronborg, Morten
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011457142
Saved in:
9
Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert
;
Lapied, André
;
Roubaud, David
- In:
Economic modelling
38
(
2014
),
pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
Saved in:
10
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 275-288
Persistent link: https://www.econbiz.de/10002935984
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