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Search: subject:"Stochastischer Prozess"
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Capital income
Stochastic process
302
Stochastischer Prozess
302
Theorie
161
Theory
161
Volatility
148
Volatilität
148
Time series analysis
98
Zeitreihenanalyse
98
Estimation theory
77
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77
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73
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73
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32
Statistical test
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Statistischer Test
32
Börsenkurs
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Kapitaleinkommen
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Option pricing theory
30
Optionspreistheorie
30
Share price
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25
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25
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21
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Tauchen, George Eugene
4
Todorov, Viktor
4
Bollerslev, Tim
3
Li, Jia
2
Ahsan, Nazmul
1
Alghalith, Moawia
1
Andersen, Torben
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brownlees, Christian
1
Chan, David
1
Chen, Rui
1
Choi, Yongok
1
Dufour, Jean-Marie
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Duong, Diep
1
Durham, Garland B.
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Glickman, Mark E.
1
Griffin, J. E.
1
Grynkiv, Iaryna
1
Jacewitz, Stefan
1
Jacod, Jean
1
Kastner, Gregor
1
Kirby, Chris
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Klüppelberg, Claudia
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Kohn, Robert
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Law, Tzuo Hann
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Lima, Luiz Renato
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McAleer, Michael
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Meddahi, Nour
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Müller, Gernot
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Nakajima, Jouchi
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Nualart, Eulalia
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Omori, Yasuhiro
1
Paolella, Marc S.
1
Park, Joon Y.
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Econometric reviews
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Quantitative finance
12
Insurance / Mathematics & economics
11
Finance research letters
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
7
International review of financial analysis
7
Journal of banking & finance
7
Journal of financial econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
The European journal of finance
7
International journal of theoretical and applied finance
6
International review of economics & finance : IREF
6
Applied financial economics
5
Finance and stochastics
5
International journal of forecasting
5
Journal of economic dynamics & control
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Journal of financial economics
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NBER working paper series
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Research in international business and finance
5
The journal of finance : the journal of the American Finance Association
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Computational economics
4
Econometrics : open access journal
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Energy economics
4
Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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The review of financial studies
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Economics letters
3
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Journal of applied econometrics
3
Journal of mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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Pacific-Basin finance journal
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ECONIS (ZBW)
30
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
3
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
7
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
9
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
10
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
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