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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Monte Carlo simulation
Stochastic process
Stochastischer Prozess
209
Theorie
122
Theory
122
Volatility
91
Volatilität
91
Estimation
53
Schätzung
53
Option pricing theory
49
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49
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Reiß, Markus
10
Härdle, Wolfgang
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McAleer, Michael
7
Belomestny, Denis
6
Asai, Manabu
5
Bibinger, Markus
4
Branger, Nicole
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Meyer-Gohde, Alexander
4
Yu, Jun
4
Bordignon, Silvano
3
Horst, Ulrich
3
Kappus, Johanna
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Leippold, Markus
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Maasoumi, Esfandiar
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Li, Dong
2
Liesenfeld, Roman
2
López Cabrera, Brenda
2
Meyer, Renate
2
Muck, Matthias
2
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SFB 649 discussion paper
Econometric reviews
Journal of banking & finance
European journal of operational research : EJOR
623
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
168
Operations research letters
164
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162
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158
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153
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140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
107
The journal of computational finance
103
Economics letters
96
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
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Transportation research / E : an international journal
81
INFORMS journal on computing : JOC
79
International journal of financial engineering
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
77
Mathematical methods of operations research
77
Finance research letters
74
Computational Management Science : CMS
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Journal of economic theory
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Omega : the international journal of management science
69
Working paper
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
209
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
6
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
7
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
8
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
9
Unspanned stochastic volatility from an empirical and practical perspective
Backwell, Alex
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012659269
Saved in:
10
International stochastic discount factors and covariance risk
Branger, Nicole
;
Herold, Michael
;
Muck, Matthias
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
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