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type_genre:"Working Paper"
~isPartOf:"Economics discussion 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
32
Stochastischer Prozess
32
Theorie
17
Theory
17
Volatility
10
Volatilität
10
Time series analysis
6
Option pricing theory
3
Optionspreistheorie
3
State space model
3
Zustandsraummodell
3
Bayes-Statistik
2
Bayesian inference
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Cointegration
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Kointegration
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Martingal
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Martingale
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Statistical test
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Statistischer Test
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Adaptive Erwartungen
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Adaptive expectations
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Autocorrelation
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Autokorrelation
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CAPM
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Currency option
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Development indicator
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Devisenoption
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Einheitswurzeltest
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Einkommensverteilung
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Working Paper
Dissertation u.a. Prüfungsschriften
Arbeitspapier
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Graue Literatur
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Non-commercial literature
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Nielsen, Bent
2
Shephard, Neil G.
2
Barndorff-Nielsen, Ole E.
1
Bibby, Bo Martin
1
Skovgaard, Ib Michael
1
Sohkanen, Jouni
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
2
Nuffield College
1
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Economics discussion 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
Discussion papers of interdisciplinary research project 373
7
Research paper series / Swiss Finance Institute
6
CAMA working paper series
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CESifo working papers
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Econometric Institute research papers
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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
4
Documento de trabajo
4
EUI working paper / ECO
4
Economics working paper
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IHS economics series : working paper
4
Reihe Ökonomie
4
Swiss Finance Institute Research Paper
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / CEPR
3
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
3
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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ECARES working paper
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ERID working paper
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Economics and finance working paper series
3
Finance and economics discussion series
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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1
Martingale unobserved component models
Shephard, Neil G.
-
2013
Persistent link: https://www.econbiz.de/10009747434
Saved in:
2
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent
;
Sohkanen, Jouni
-
2009
Persistent link: https://www.econbiz.de/10003875085
Saved in:
3
Multipower variation and stochastic volatility
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459038
Saved in:
4
Correlograms for non-stationary autoregressions
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
Saved in:
5
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:
6
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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