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type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~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
51
Stochastischer Prozess
51
Theorie
40
Theory
40
Volatility
9
Volatilität
9
Option pricing theory
8
Optionspreistheorie
8
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6
Martingale
6
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5
Hedging
5
Schätztheorie
5
Time series analysis
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Incomplete market
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Unvollkommener Markt
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ARCH-Modell
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CAPM
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Dynamic equilibrium
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Eigeninteresse
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Statistical inference
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Working Paper
Dissertation u.a. Prüfungsschriften
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Non-commercial literature
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English
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Fermanian, Jean-David
2
Bibby, Bo Martin
1
Comte, Fabienne
1
Doukhan, Paul
1
Lang, Gabriel
1
Malongo, Hassan
1
Renault, Eric
1
Skovgaard, Ib Michael
1
Sørensen, Michael
1
Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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
5
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
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Documento de trabajo
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EUI working paper / ECO
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Economics discussion papers
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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
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ERID working paper
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Economics and finance working paper series
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Finance and economics discussion series
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
2
Copulas of a vector-valued stationary weakly dependent process
Doukhan, Paul
;
Fermanian, Jean-David
;
Lang, Gabriel
-
2004
Persistent link: https://www.econbiz.de/10003435092
Saved in:
3
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:
4
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:
5
Long memory in continuous time stochastic volatility models
Comte, Fabienne
;
Renault, Eric
-
1996
Persistent link: https://www.econbiz.de/10000930699
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