//--> //--> //-->
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:"Estimation"
~type_genre:"Article in journal"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
Game theory
47
Spieltheorie
47
Time series analysis
34
Zeitreihenanalyse
34
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
30
Portfolio-Management
30
Volatility
27
Volatilität
27
Mathematical programming
25
Mathematische Optimierung
25
continuous time
23
Estimation theory
21
Schätztheorie
21
CAPM
19
Experiment
18
Forecasting model
14
Prognoseverfahren
14
Agency theory
13
Prinzipal-Agent-Theorie
13
Probability theory
13
Wahrscheinlichkeitsrechnung
13
Scheduling problem
12
Scheduling-Verfahren
12
Yield curve
12
Zinsstruktur
12
Control theory
11
Kontrolltheorie
11
Continuous-time Markov chain
10
Decision
10
Entscheidung
10
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
10
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
10
Author
All
Ma, Guiyuan
2
Siu, Chi Chung
2
Tunaru, Diana
2
Zhu, Song-Ping
2
Agnello, Luca
1
Castro, Vítor
1
Durand, Robert B.
1
Fabozzi, Francesco A.
1
Fabozzi, Frank J.
1
Federici, Daniela
1
Gandolfo, Giancarlo
1
Hammoudeh, Shawkat
1
Hou, Weijie
1
Maller, Ross A.
1
Müller, Gernot
1
Sinha, Avik
1
Song, Yuping
1
Sousa, Ricardo M.
1
Zhou, Shengyi
1
Zoubi, Haitham al-
1
more ...
less ...
Published in...
All
Journal of empirical finance
2
Economic modelling
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of commerce and management
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
3
Global factors, uncertainty, weather conditions and energy prices : on the drivers of the duration of commodity price cycle phases
Agnello, Luca
;
Castro, Vítor
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
90
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517583
Saved in:
4
Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
European journal of operational research : EJOR
278
(
2019
)
3
,
pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
Saved in:
5
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
6
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
7
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor
continuous-time
models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
8
Conceptualizing service export price optimization
Sinha, Avik
- In:
International journal of commerce and management
25
(
2015
)
3
,
pp. 309-329
Persistent link: https://www.econbiz.de/10011446960
Saved in:
9
The Euro/Dollar exchange rate : chaotic or non-chaotic? : a
continuous
time
model with heterogeneous beliefs
Federici, Daniela
;
Gandolfo, Giancarlo
- In:
Journal of economic dynamics & control
36
(
2012
)
4
,
pp. 670-681
Persistent link: https://www.econbiz.de/10009554322
Saved in:
10
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->