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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Operations research letters"
~isPartOf:"Research paper series"
~subject:"Scheduling-Verfahren"
~subject:"Volatilität"
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Search: subject_exact:"Bernoulli process"
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Scheduling-Verfahren
Volatilität
Stochastic process
256
Stochastischer Prozess
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Theorie
157
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157
Mathematical programming
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Chan, Joshua
4
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3
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3
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Operations research letters
Research paper series
International journal of theoretical and applied finance
135
European journal of operational research : EJOR
107
Journal of econometrics
104
Quantitative finance
89
Applied mathematical finance
63
Discussion paper / Tinbergen Institute
56
The journal of computational finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
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48
Finance and stochastics
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Journal of economic dynamics & control
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Risks : open access journal
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Computers & operations research : and their applications to problems of world concern ; an international journal
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The North American journal of economics and finance : a journal of financial economics studies
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CAMA working paper series
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Review of derivatives research
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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ECONIS (ZBW)
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1
Jumps or staleness?
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 516-532
Persistent link: https://www.econbiz.de/10015053424
Saved in:
2
The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
Saved in:
3
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
4
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Gunawan, David
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Saved in:
5
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
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6
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
7
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
8
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
9
Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
Saved in:
10
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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