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type_genre:"Working Paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Zeitreihenanalyse"
~type_genre:"Dissertation u.a. Prüfungsschriften"
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Search: subject_exact:"Stochastic process"
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Zeitreihenanalyse
Stochastic process
55
Stochastischer Prozess
55
Theorie
26
Theory
26
Volatility
18
Volatilität
18
ARCH model
8
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8
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USA
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United States
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Decomposition method
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Kointegration
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Option pricing theory
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Optionspreistheorie
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Risikoaversion
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Risk aversion
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Rohstoffderivat
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Scientific modelling
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Spot market
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Spotmarkt
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Franses, Philip Hans
2
McAleer, Michael
2
Asai, Manabu
1
Bibby, Bo Martin
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Dijk, Herman K. van
1
Groot, Bert de
1
Pooter, Michiel de
1
Ravazzolo, Francesco
1
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1
Skovgaard, Ib Michael
1
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1
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Econometric Institute research papers
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
44
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working paper
14
CREATES research paper
11
Cowles Foundation discussion paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
SFB 649 discussion paper
9
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7
Research paper series / Swiss Finance Institute
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
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4
Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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4
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Reihe Ökonomie
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Swiss Finance Institute Research Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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3
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ECONIS (ZBW)
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Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
4
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de
;
Ravazzolo, Francesco
;
Segers, Rene
; …
-
2008
Persistent link: https://www.econbiz.de/10003754318
Saved in:
5
Cycles in basic innovations
Groot, Bert de
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003116196
Saved in:
6
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
Saved in:
7
Diffusion-type models with given marginal and autocorrelation function
Bibby, Bo Martin
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748916
Saved in:
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