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~subject:"Kapitaleinkommen"
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Search: subject:"Stochastischer Prozess"
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Kapitaleinkommen
Stochastic process
84
Stochastischer Prozess
84
Theorie
57
Theory
57
Volatility
44
Volatilität
44
Time series analysis
28
Zeitreihenanalyse
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Estimation
27
Schätzung
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Schätztheorie
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Capital income
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Statistischer Test
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United States
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Induktive Statistik
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Maximum likelihood estimation
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State space model
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Statistical inference
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Alghalith, Moawia
1
Bermudez, P. de Zea
1
Bordignon, Silvano
1
Brownlees, Christian
1
Chan, David
1
Fabozzi, Frank J.
1
Feng, Dingan
1
Glickman, Mark E.
1
Kirby, Chris
1
Kohn, Robert
1
Lima, Luiz Renato
1
Marín, J. Miguel
1
Nakajima, Jouchi
1
Nualart, Eulalia
1
Omori, Yasuhiro
1
Philipov, Alexander
1
Raggi, Davide
1
Račev, Svetlozar T.
1
Shirvani, Abootaleb
1
Song, Peter X.-K.
1
Sun, Yucheng
1
Veiga, Helena
1
Wirjanto, Tony S.
1
Xiao, Zhijie
1
Yamauchi, Yuta
1
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Econometric reviews
Journal of econometrics
19
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
5
Journal of financial economics
5
NBER working paper series
5
Research in international business and finance
5
The journal of finance : the journal of the American Finance Association
5
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
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Swiss Finance Institute Research Paper
4
The review of financial studies
4
Economics letters
3
Economics working paper
3
Journal of applied econometrics
3
Journal of mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NBER Working Paper
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
7
Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
8
Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
Saved in:
9
Testing covariance stationarity
Xiao, Zhijie
;
Lima, Luiz Renato
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 643-667
Persistent link: https://www.econbiz.de/10003605818
Saved in:
10
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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