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~institution:"Nuffield College"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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Search: subject_exact:"Stochastisches Modell"
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Stochastic process
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Küchler, Uwe
9
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6
Bank, Peter
4
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Nuffield College
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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66
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17
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6
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Discussion papers of interdisciplinary research project 373
60
Economics discussion papers
4
Source
All
ECONIS (ZBW)
64
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1
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
2
Correlograms for non-stationary autoregressions
Nielsen, Bent
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752410
Saved in:
3
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
4
Power and bipower variation with stochastic volatility and jumps
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759032
Saved in:
5
Consistent testing for stochastic dominance under general sampling schemes
Linton, Oliver
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916170
Saved in:
6
Sticky information vs. sticky prices : a horse race in a DSGE framework
Trabandt, Mathias
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001916974
Saved in:
7
On large deviations in testing Ornstein-Uhlenbeck type models with delay
Gapeev, P. V.
(
contributor
);
Küchler, U.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917044
Saved in:
8
American options, multi-armed bandits and optimal consumption plans : a unifying view
Bank, Peter
(
contributor
);
Föllmer, Hans
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917057
Saved in:
9
A note on optimal stopping in models with delay
Gapeev, P. V.
(
contributor
);
Reiß, M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917076
Saved in:
10
On L2-stability of solutions of linear stochastic delay differential equations
Gilsing, Hagen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917128
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