haku: @indexterm stochastic processes / yhteensä: 546
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1.
Country portfolios in open economy macro-models
Journal of the European Economic Association
2011 : APR, VOL. 9:2 p. 337-369
 2011 Devereux, M.B.
Sutherland, A.
2.
Estimating stochastic volatility models using integrated nested Laplace approximations
European Journal of Finance
2011 : AUG-SEP, VOL. 17:7-8, p. 487-503
 2011 Martino, S. (et al.)
3.
Aggressive oil extraction and precautionary saving: coping with volatility
Journal of Public Economics
2010 : JUN, VOL. 94:5-6, p. 421-433
 2010 Ploeg, V. can der
4.
Testing conditional asset pricing models using a Markov Chain Monte Carlo approach
European Financial Management
2008 : JUN, VOL. 14:3, p. 391-418
 2008 Ammann, M.
Verhofen, M.
5.
Stochastic dominance bounds on American option prices in markets with frictions
Review of finance
2007 : MAR, VOL. 11:1, p. 71-115
 2007 Constantinides, G.M.
Perrakis, S.
6.
Why smiles exist in foreign exchange options markets: Isolating components of the risk neutral process
European Journal of Finance
2006 : SEP/OCT, VOL. 12:6-7, p. 583-603
 2006 Tompkins, R.G.
7.
Performance measurement for railway transport: stochastic distance functions with inefficiency and ineffectiveness effexts
Journal of Transport Economics and Policy
2006 : SEP, VOL. 40:3, p. 383-408
 2006 Lan, L.W
Lin, E.T.J.
8.
Operatives Zeitmanagement in Prozessketten unter Berücksichtigung stochastischer Prozessdauern
Zeitschrift für Betriebswirtschaft
2004 : VOL. 74:1, Ergänzungsheft, p. 109-128
 2004 Houtman, J.
9.
Analytical evaluation of volatility forecasts
International Economic Review
2004 : NOV, VOL. 45:4, p. 1079-1110
 2004 Andersen, T.G.
Bollerslev, T.
Meddahi, N.
10.
DCF valuation and imputed interest on equity increase - implications of the Austrian tax system in a model with stochastic profitability
Schmalenbach Business Review
2004 : JUL, VOL. 56:3, p. 223-257
 2004 Bogner, S.
Frühwirth, M.
Schwaiger, M.
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