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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Stochastischer Prozess
Welt
Theorie
62
Theory
62
Time series analysis
62
Zeitreihenanalyse
62
Estimation
21
Schätzung
21
Estimation theory
17
Schätztheorie
17
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12
Germany
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Stochastic process
11
Cointegration
10
Kointegration
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English
11
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Gil-Alaña, Luis A.
5
Härdle, Wolfgang
3
Spokojnyj, Vladimir G.
3
Cybakov, Aleksandr B.
1
Feldmann, David
1
Föllmer, Hans
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Hoffmann, M.
1
Lepskii, Oleg V.
1
Liptser, R.
1
Mercurio, Danilo
1
Wu, Ching-Tang
1
Yor, Marc
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
79
Energy economics
56
Discussion paper / Tinbergen Institute
49
Econometric reviews
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Economic modelling
26
Economics letters
26
Applied economics letters
24
Econometric theory
24
International journal of forecasting
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Working paper
21
Econometrics : open access journal
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Applied economics
16
CAMA working paper series
16
CREATES research paper
16
Journal of international money and finance
16
Computational economics
15
Journal of banking & finance
15
Journal of forecasting
15
Journal of applied econometrics
14
Quantitative finance
14
CESifo working papers
12
Cowles Foundation discussion paper
12
International review of economics & finance : IREF
12
Journal of empirical finance
12
SFB 649 discussion paper
12
The econometrics journal
12
Research in international business and finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Tinbergen Institute Discussion Paper
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Finance research letters
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk and financial management : JRFM
10
Research paper series / Swiss Finance Institute
10
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Semiparametric diffusion estimation and application to a stock market index
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001595495
Saved in:
4
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
5
A joint test of fractional cyclic integration and a linear time trend
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597001
Saved in:
6
Testing stochastic cycles in macroeconomic
time
series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
7
A generalized fractional
time
series
model
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550564
Saved in:
8
Deterministic seasonality versus seasonal fractional integration
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001550571
Saved in:
9
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
10
Canonical decomposition of linear transformations of two independent Brownian motions
Föllmer, Hans
;
Wu, Ching-Tang
;
Yor, Marc
-
1998
Persistent link: https://www.econbiz.de/10000993120
Saved in:
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