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~subject:"Stochastic process"
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Search: subject:"Theorie"
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Stochastic process
Theorie
1,607
Theory
1,607
Estimation theory
444
Schätztheorie
444
Time series analysis
334
Zeitreihenanalyse
334
Estimation
203
Schätzung
203
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Volatility
168
Volatilität
168
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140
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Statistischer Test
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131
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124
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99
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86
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79
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79
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77
Markov-Kette
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72
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131
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Phillips, Peter C. B.
7
Yu, Jun
6
Todorov, Viktor
5
McAleer, Michael
4
Chan, Joshua
3
Renault, Eric
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Arvanitis, Stelios
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Chang, Chia-Lin
2
Gallant, A. Ronald
2
Gonzalo, Jesús
2
Gouriéroux, Christian
2
Griffin, J. E.
2
Horváth, Lajos
2
Hu, Ling
2
Jensen, Mark J.
2
Jin, Sainan
2
Koop, Gary
2
Lieberman, Offer
2
Linton, Oliver
2
Maheu, John M.
2
Mittnik, Stefan
2
Paolella, Marc S.
2
Park, Joon Y.
2
Poon, Aubrey
2
Rice, Gregory
2
Shephard, Neil G.
2
Steel, Mark F. J.
2
Swanson, Norman R.
2
Taylor, Robert
2
Wang, Bin
2
Whang, Yoon-jae
2
Zhao, Zhibiao
2
Abbring, Jaap H.
1
Agbeyegbe, Terence D.
1
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Journal of econometrics
European journal of operational research : EJOR
535
International journal of theoretical and applied finance
302
Insurance / Mathematics & economics
248
Finance and stochastics
190
Quantitative finance
154
Computers & operations research : and their applications to problems of world concern ; an international journal
151
Operations research
142
Operations research letters
137
International journal of production research
131
Mathematics of operations research
123
Journal of economic dynamics & control
118
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Applied mathematical finance
113
Risks : open access journal
109
The journal of computational finance
98
Computational economics
93
Discussion paper / Tinbergen Institute
84
International journal of production economics
83
Journal of mathematical finance
79
International journal of financial engineering
77
INFORMS journal on computing : JOC
70
Economics letters
68
Mathematical methods of operations research
68
Journal of economic theory
66
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Finance research letters
65
Computational Management Science : CMS
61
Econometric reviews
60
Annals of finance
59
Economic modelling
59
Journal of banking & finance
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
54
Scandinavian actuarial journal
53
Transportation research / E : an international journal
53
Research paper series / Swiss Finance Institute
52
Discussion papers of interdisciplinary research project 373
50
Energy economics
50
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ECONIS (ZBW)
131
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1
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
2
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
3
New results on the identification of stochastic bargaining models
Merlo, Antonio
;
Tang, Xun
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 79-93
Persistent link: https://www.econbiz.de/10012302524
Saved in:
4
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
5
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
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