Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous-time models"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Continuous time models
11
Stochastic process
11
Stochastischer Prozess
11
continuous-time models
11
Continuous-time models
9
Estimation theory
8
Schätztheorie
8
Theorie
8
Theory
8
Time series analysis
8
Zeitreihenanalyse
8
continuous time models
6
Option pricing theory
5
Continuous Time Models
4
Markov chain
4
Optionspreistheorie
4
Yield curve
4
Zinsstruktur
4
high-frequency data
4
Interest rates
3
Volatility
3
Volatilität
3
financial-time sampling
3
jumps
3
leverage and volatility feedback effects
3
mixture-of-distributions hypothesis
3
multifractal models
3
realized volatilities
3
regime switching
3
volatility signature plots
3
Bias Reduction
2
Bond Pricing
2
Bonds
2
Bootstrap approach
2
Bootstrap-Verfahren
2
CAPM
2
Chile
2
Closed-form approximations
2
Cohort method
2
Credit risk migration
2
more ...
less ...
Online availability
All
Undetermined
24
Free
19
Type of publication
All
Article
30
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Working Paper
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Aufsatz im Buch
1
Book section
1
Thesis
1
research-article
1
review-article
1
technical-paper
1
more ...
less ...
Language
All
English
32
Undetermined
17
Author
All
Yu, Jun
6
Andersen, Torben G.
4
Bollerslev, Tim
4
Ercolani, Joanne S.
3
Lux, Thomas
3
Nielsen, Morten Ørregaard
3
Badescu, Alex
2
Barry, Peter J.
2
Casassus, Jaime
2
Chun, Sungju
2
Deng, Xiaohui
2
Elliott, Robert J.
2
Escalante, Cesar L.
2
Fabbri, Giorgio
2
Faggian, Silvia
2
Frederiksen, Per
2
Freni, Giuseppe
2
Kristensen, Dennis
2
Lui, Yiu Lim
2
Mele, Antonio
2
Offick, Sven
2
Perron, Pierre
2
Tunaru, Diana
2
Wohltmann, Hans-Werner
2
Yu, Yingzhuo
2
Abaffy, Jozsef
1
Albuquerque, Paulo
1
Bertocchi, Marida
1
Dupačová, Jitka
1
Fabozzi, Francesco A.
1
Fabozzi, Frank J.
1
Frederiksen, Per Houmann
1
Gibson, Rajna
1
Gopalsamy, K.
1
Hambly, Ben
1
Howison, Sam
1
Hoyos, Milena
1
Hughes Hallett, Andrew
1
Joseph, Benjamin
1
Kluge, Tino
1
more ...
less ...
Institution
All
Department of Economics, University of Birmingham
2
C.E.P.R. Discussion Papers
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Cowles Foundation for Research in Economics, Yale University
1
East Asian Bureau of Economic Research (EABER)
1
EconWPA
1
Econometric Society
1
Economics Department, Queen's University
1
Institut für Weltwirtschaft (IfW)
1
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
1
School of Economics and Management, University of Aarhus
1
more ...
less ...
Published in...
All
Agricultural Finance Review
2
Discussion Papers / Department of Economics, University of Birmingham
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of econometrics
2
Managerial Finance
2
Bulletin of the Czech Econometric Society
1
CEPR Discussion Papers
1
CIRANO Working Papers
1
CREATES Research Papers
1
Cowles Foundation Discussion Papers
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de Trabajo / Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
1
Econometric Society 2004 North American Winter Meetings
1
Econometric reviews
1
Econometrics Journal
1
Economics letters
1
Finance
1
Financial econometrics : theory and applications
1
Foundations and Trends(R) in Finance
1
International journal of bonds and derivatives
1
International review of financial analysis
1
Journal of Empirical Finance
1
Journal of Financial Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of marketing research
1
Journal of mathematical finance
1
Journal of time series econometrics
1
Kiel Working Paper
1
Kiel Working Papers
1
Kiel working paper
1
Mathematics and Computers in Simulation (MATCOM)
1
Microeconomics Working Papers
1
Quantitative Finance
1
Quantitative finance
1
Queen's Economics Department Working Paper
1
Review of quantitative finance and accounting
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
RePEc
22
ECONIS (ZBW)
21
Other ZBW resources
3
EconStor
2
BASE
1
Showing
1
-
10
of
49
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed-form approximations of moments and densities of continuous-time Markov models
Kristensen, Dennis
;
Lee, Young Jun
;
Mele, Antonio
- In:
Journal of economic dynamics & control
168
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10015556333
Saved in:
2
Estimation bias in the Ornstein-Uhlenbeck process with flow data
Hoyos, Milena
- In:
Econometric reviews
44
(
2025
)
9
,
pp. 1411-1435
Persistent link: https://www.econbiz.de/10015554913
Saved in:
3
Infill asymptotic theory and applications in financial econometrics
Lui, Yiu Lim
- In:
Financial econometrics : theory and applications
,
(pp. 132-158)
.
2025
Persistent link: https://www.econbiz.de/10015426488
Saved in:
4
Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, Benjamin
;
Loeper, Grégoire
;
Obłój, Jan
- In:
Quantitative finance
24
(
2024
)
11
,
pp. 1597-1620
Persistent link: https://www.econbiz.de/10015196948
Saved in:
5
Flowers and bees : spatial network effects in the adoption of a sharing-economy platform
Stourm, Ludovic
;
Albuquerque, Paulo
- In:
Journal of marketing research
61
(
2024
)
6
,
pp. 1015-1040
Persistent link: https://www.econbiz.de/10015168597
Saved in:
6
Consistent development patterns
Neuhaus, Walther
- In:
Scandinavian actuarial journal
2023
(
2023
)
10
,
pp. 933-945
Persistent link: https://www.econbiz.de/10014384029
Saved in:
7
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
8
The grid bootstrap for
continuous
time
models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
9
Exact solutions for the transient densities of continuous-time Markov switching models : with an application to the poisson multifractal model
Lux, Thomas
-
2013
This paper shows how exact solutions for the transient density of a large class of continuous-time Markov switching models can be obtained. We illustrate the pertinent approach for both simple diffusion models with a small number of regimes as well as for the more complicated so-called Poisson...
Persistent link: https://www.econbiz.de/10010128826
Saved in:
10
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor
continuous-time
models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
