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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Theory"
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Stochastischer Prozess
Theorie
68
Theory
68
Stochastic process
26
Time series analysis
14
Zeitreihenanalyse
14
Volatility
10
Volatilität
10
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9
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9
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7
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7
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7
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7
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6
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26
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Article in journal
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26
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15
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1
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26
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Huang, Rachel J.
Tzeng, Larry Y.
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
Chan, Joshua
12
Rossi, Roberto
12
Asai, Manabu
11
Chu, Feng
11
Garín, María Araceli
11
Tarim, S. Armagan
11
Ahmed, Shabbir
10
Beraldi, Patrizia
10
Bertsimas, Dimitris
10
Kopa, Miloš
10
Liu, Ming
10
Pichler, Alois
10
Post, Thierry
10
Powell, Warren B.
10
Pérez, Gloría
10
Rei, Walter
10
Sen, Suvrajeet
10
Taylor, Robert
10
Tsionas, Efthymios G.
10
Ulmer, Marlin Wolf
10
Benth, Fred Espen
9
Chu, Chengbin
9
Dolgui, Alexandre
9
Jeanblanc, Monique
9
Kumbhakar, Subal
9
Lejeune, Miguel A.
9
Shen, Siqian
9
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Journal of econometrics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Econometric reviews
3
Annals of economics and finance
1
Asia-Pacific financial markets
1
Econometric theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic theory
1
Social choice and welfare
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
26
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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
Revisiting almost marginal conditional stochastic dominance
Chen, Tzu-Ying
;
Tsai, An-Mei
;
Tzeng, Larry Y.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 260-269
Persistent link: https://www.econbiz.de/10013336294
Saved in:
4
Making socioeconomic health inequality comparisons when health concentration curves intersect
Chen, Tzu-Ying
;
Hsu, Yi-Hsin Elsa
;
Huang, Rachel J.
; …
- In:
Social choice and welfare
57
(
2021
)
4
,
pp. 875-899
Persistent link: https://www.econbiz.de/10012665534
Saved in:
5
Estimating the critical parameter in almost stochastic dominance from insurance deductibles
Huang, Yi-Chieh
;
Kan, Kamhon
;
Tzeng, Larry Y.
;
Wang, Kili C.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4742-4755
Persistent link: https://www.econbiz.de/10012625013
Saved in:
6
Operational asymptotic stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
European journal of operational research : EJOR
280
(
2020
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10012132397
Saved in:
7
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
Saved in:
8
Fractional degree stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
10
,
pp. 4630-4647
Persistent link: https://www.econbiz.de/10012305271
Saved in:
9
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:
10
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
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