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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Ahmed, Shabbir"
~person:"Benth, Fred Espen"
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
97
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97
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33
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25
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25
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20
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Ahmed, Shabbir
Benth, Fred Espen
Yu, Jun
Escudero, Laureano F.
35
Gendreau, Michel
21
Phillips, Peter C. B.
20
McAleer, Michael
15
Shapiro, Alexander
15
Escobar, Marcos
13
Maggioni, Francesca
13
Siu, Tak Kuen
13
Wallace, Stein W.
13
Wong, Wing Keung
13
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12
Rossi, Roberto
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Asai, Manabu
11
Chu, Feng
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Tarim, S. Armagan
11
Tzeng, Larry Y.
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10
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10
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10
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10
Pérez, Gloría
10
Rei, Walter
10
Sen, Suvrajeet
10
Taylor, Robert
10
Tsionas, Efthymios G.
10
Ulmer, Marlin Wolf
10
Chu, Chengbin
9
Dolgui, Alexandre
9
Huang, Rachel J.
9
Jeanblanc, Monique
9
Kumbhakar, Subal
9
Lejeune, Miguel A.
9
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9
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Journal of econometrics
6
Econometric reviews
3
European journal of operational research : EJOR
3
INFORMS journal on computing : JOC
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
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1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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ECONIS (ZBW)
33
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1
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:
2
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:
3
State-variable modeling for a class of two-stage stochastic optimization problems
Doulabi, Hossein Hashemi
;
Ahmed, Shabbir
;
Nemhauser, …
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
1
,
pp. 354-369
Persistent link: https://www.econbiz.de/10013359075
Saved in:
4
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
5
Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
Saved in:
6
Bicriteria approximation of chance-constrained covering problems
Xie, Weijun
;
Ahmed, Shabbir
- In:
Operations research
68
(
2020
)
2
,
pp. 516-533
Persistent link: https://www.econbiz.de/10012213365
Saved in:
7
Optimization-driven scenario grouping
Ryan, Kevin
;
Ahmed, Shabbir
;
Dey, Santanu S.
;
Rajan, Deepak
- In:
INFORMS journal on computing : JOC
32
(
2020
)
3
,
pp. 805-821
Persistent link: https://www.econbiz.de/10012294739
Saved in:
8
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
Cointegration in continuous time for factor models
Benth, Fred Espen
;
Süss, Andre
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 87-114
Persistent link: https://www.econbiz.de/10012055754
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