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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Statistische Verteilung"
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Search: subject:"Stochastisches Modell "
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Estimation
Statistische Verteilung
Stochastic process
107
Stochastischer Prozess
107
Volatility
48
Volatilität
48
Theorie
39
Theory
39
Option pricing theory
32
Optionspreistheorie
32
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25
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18
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18
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10
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English
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McAleer, Michael
8
Asai, Manabu
3
Feng, Guohua
2
Martinet, Guillaume Gaetan
2
Arismendi Zambrano, Juan Carlos
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barsotti, Flavia
1
Bhaumik, Sumon Kumar
1
Bregantini, Daniele
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chang, Charles
1
Chang, Chia-Lin
1
Chavez-Demoulin, Valerie
1
Dekker, Rommert
1
Del Viva, Luca
1
Franses, Philip Hans
1
Frenk, Johannes G.
1
Fuh, Cheng-der
1
Ge̜bka, Bartosz
1
Gómez, Fabio
1
Hafner, Christian M.
1
Hain, Martin
1
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1
Horny, Guillaume
1
Huang, Jian
1
Ishida, Isao
1
Jondeau, Eric
1
Kaeck, Andreas
1
Karoglou, Michail
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Kobayashi, Masahito
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Kumbhakar, Subal
1
Lahaye, Jérôme
1
Lin, Shih-kuei
1
Liu, Xiaochun
1
McGill, James A.
1
Medeiros, Marcelo C.
1
Nicolai, R. P.
1
Oya, Kosuke
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
Journal of banking & finance
Journal of econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Working paper
30
Econometric reviews
29
International journal of theoretical and applied finance
24
Discussion paper / Tinbergen Institute
23
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21
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European journal of operational research : EJOR
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13
Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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NBER working paper series
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Journal of risk and financial management : JRFM
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CREATES research paper
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Journal of financial economics
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ECONIS (ZBW)
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1
The gradient allocation principle based on the higher moment risk measure
Gómez, Fabio
;
Tang, Qihe
;
Tong, Zhiwei
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013530990
Saved in:
2
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
3
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
4
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
6
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
8
Jumps, cojumps, and efficiency in the spot foreign exchange market
Piccotti, Louis R.
- In:
Journal of banking & finance
87
(
2018
),
pp. 49-67
Persistent link: https://www.econbiz.de/10011962493
Saved in:
9
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
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