//--> //--> //--> //-->
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:"Theory"
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
Fractional calculus and contin...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Stochastischer Prozess
16,893
Stochastic process
16,716
Theorie
9,793
Volatility
3,902
Volatilität
3,886
Optionspreistheorie
3,195
Option pricing theory
3,189
Mathematical programming
2,079
Mathematische Optimierung
2,079
Schätzung
1,623
Estimation
1,615
Zeitreihenanalyse
1,581
Time series analysis
1,580
Portfolio selection
1,510
Portfolio-Management
1,510
Random walk
1,064
Schätztheorie
1,045
Estimation theory
1,044
Random Walk
976
Econophysics
947
Börsenkurs
902
Markov chain
901
Markov-Kette
896
Share price
894
Prognoseverfahren
829
Risk
825
Forecasting model
822
Risiko
818
Simulation
763
Statistische Verteilung
686
Statistical distribution
682
USA
661
United States
658
Derivat
643
Derivative
643
Kapitaleinkommen
639
Capital income
638
Monte Carlo simulation
597
CAPM
596
more ...
less ...
Online availability
All
Free
2,857
Undetermined
2,757
Type of publication
All
Article
5,709
Book / Working Paper
4,054
Journal
3
Type of publication (narrower categories)
All
Article in journal
5,204
Aufsatz in Zeitschrift
5,204
Graue Literatur
1,825
Non-commercial literature
1,825
Arbeitspapier
1,742
Working Paper
1,742
Aufsatz im Buch
463
Book section
463
Hochschulschrift
324
Thesis
256
Lehrbuch
106
Textbook
97
Collection of articles of several authors
60
Sammelwerk
60
Collection of articles written by one author
50
Sammlung
50
Conference paper
44
Konferenzbeitrag
44
Bibliografie enthalten
43
Bibliography included
43
Konferenzschrift
38
Forschungsbericht
29
Aufsatzsammlung
28
Amtsdruckschrift
22
Government document
22
Systematic review
19
Übersichtsarbeit
19
Conference proceedings
16
Einführung
10
Festschrift
9
Mehrbändiges Werk
7
Multi-volume publication
7
Nachschlagewerk
6
Reference book
6
Reprint
6
Glossar enthalten
4
Glossary included
4
Bibliografie
3
Handbook
3
Handbuch
3
more ...
less ...
Language
All
English
9,484
German
259
French
14
Polish
5
Italian
2
Russian
2
Swedish
2
Finnish
1
Ancient Greek (to 1453)
1
Spanish
1
Not applicable
1
more ...
less ...
Author
All
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
Chan, Joshua
23
Gao, Jiti
23
Zhang, Qing
23
Linton, Oliver
22
Kohlmann, Michael
21
Lux, Thomas
21
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Taylor, Robert
20
Whang, Yoon-jae
20
Asai, Manabu
19
Batabyal, Amitrajeet A.
19
Benth, Fred Espen
18
Clark, Todd E.
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
Arvanitis, Stelios
15
Escobar, Marcos
15
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
National Bureau of Economic Research
39
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
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
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
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
Tredition GmbH <Hamburg>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Cambridge / Department of Applied Economics
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Walter de Gruyter GmbH & Co. KG
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
Books on Demand GmbH <Norderstedt>
1
Center for Economic Research <Tilburg>
1
more ...
less ...
Published in...
All
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
Quantitative finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
52
Mathematical methods of operations research
52
Transportation research / E : an international journal
52
Economics letters
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Econometric theory
47
Discussion papers of interdisciplinary research project 373
44
SpringerLink / Bücher
44
Computational economics
43
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
Working paper
36
more ...
less ...
Source
All
ECONIS (ZBW)
9,765
ArchiDok
1
Showing
1
-
10
of
9,766
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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...
//-->