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~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastic process"
~type_genre:"Bibliography included"
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ECONIS (ZBW)
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Inside volatility filtering : the secrets of skewness
Javaheri, Alireza
-
2015
-
2. ed.
Persistent link: https://www.econbiz.de/10011347625
Saved in:
2
Recursive macroeconomic theory
Ljungqvist, Lars
;
Sargent, Thomas J.
-
2012
-
3. ed.
Persistent link: https://www.econbiz.de/10010396408
Saved in:
3
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
4
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
5
Economic modeling and inference
Christensen, Bent Jesper
;
Kiefer, Nicholas M.
-
2009
Persistent link: https://www.econbiz.de/10003750144
Saved in:
6
Simulation and inference for stochastic differential equations : with R examples
Iacus, Stefano M.
-
2008
Persistent link: https://www.econbiz.de/10003566199
Saved in:
7
Event history analysis with Stata
Blossfeld, Hans-Peter
(
ed.
);
Golsch, Katrin
(
ed.
); …
-
2007
Persistent link: https://www.econbiz.de/10003427953
Saved in:
8
Stochastic dominance : investment decision making under uncertainty
Levy, Haim
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10003228279
Saved in:
9
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
10
Online stochastic combinatorial optimization
Van Hentenryck, Pascal
;
Van Hentenryck, Pascal
;
Bent, …
-
2006
Persistent link: https://www.econbiz.de/10003328037
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