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subject:"Zinsstruktur"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Zinsstruktur
Schätzung
Stochastischer Prozess
Analysis
4
Mathematical analysis
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Stochastic differential equation
3
Stochastic process
3
Time series analysis
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Zeitreihenanalyse
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Börsenkurs
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Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Share price
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Volatility
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Girsanov's theorem
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Itô process
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Option pricing theory
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Optionspreistheorie
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Kim, Donggyu
2
Wang, Yazhen
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Chan, Kung-sik
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Cui, Xiangyu
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Song, Xinyu
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Su, Fei
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Journal of econometrics
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
The journal of computational finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Journal of mathematical finance
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CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Mathematics of operations research
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Quantitative finance
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Annals of finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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SFB 649 discussion paper
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Applied mathematical finance
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CESifo working papers
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Dynamic games and applications : DGA
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of financial engineering
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Journal of economic dynamics & control
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Probability theory and related fields
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Risks : open access journal
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Advanced mathematical methods for finance
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CIRJE discussion papers / F series
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Asia-Pacific financial markets
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CARF working paper
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CREATES research paper
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Journal of mathematical economics
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Scandinavian actuarial journal
3
The journal of computational finance : JFC
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Astin bulletin : the journal of the International Actuarial Association
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
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