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  • Search: subject:"Ito's Process"
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Year of publication
Subject
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Itô process 11 Stochastic process 8 Stochastischer Prozess 7 Realized volatility 5 Time series analysis 5 Zeitreihenanalyse 5 Ito process 4 Portfolio selection 4 Portfolio-Management 4 Volatility 4 Volatilität 4 Capital income 3 Discrete observation 3 Estimation theory 3 Kapitaleinkommen 3 Schätztheorie 3 Theorie 3 Theory 3 consistency 3 continuity 3 discrete observation 3 leverage effect 3 pre-averaging 3 quarticity 3 realized volatility 3 stable convergence 3 ARCH model 2 ARCH-Modell 2 CAPM 2 Chapman-Kolmogorov eqn. 2 Consistency 2 Continuous-time factor model 2 Efficiency 2 Estimation 2 Factor analysis 2 Faktorenanalyse 2 Financial bubble 2 Ito's Process 2 Itô-process 2 Leverage effect 2
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Online availability
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Undetermined 15 Free 7
Type of publication
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Article 16 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 8 Aufsatz in Zeitschrift 8 Article 1 Conference Paper 1 Working Paper 1
Language
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English 13 Undetermined 9
Author
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Li, Yingying 4 Mykland, Per A. 4 Jacod, Jean 3 Podolskij, Mark 3 Vetter, Mathias 3 Wirl, Franz 3 Criens, David 2 Kong, Xin-Bing 2 Kutalia, Tsotne 2 McCauley, Joseph L. 2 Zhang, Lan 2 Chen, Dachuan 1 Fu, Jin-Yu 1 Hao, Hong-Xia 1 Kanellos, Nikolaos 1 Katsianis, Dimitrios 1 Kim, Donggyu 1 Kong, Xin-bing 1 Lin, Jin-Guan 1 Liu, Cheng 1 Liu, Zhi 1 Mykland, Per 1 Varoutas, Dimitrios 1 Wang, Yazhen 1 Zhang, Zhiyuan 1 Zheng, Xinghua 1 Zhou, Wang 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 School of Economics and Management, University of Aarhus 1
Published in...
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Journal of econometrics 4 Annals of Finance 2 Computational Management Science 2 MPRA Paper 2 31st European Conference of the International Telecommunications Society (ITS): "Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes", Gothenburg, Sweden, 20th - 21st June 2022 1 CREATES Research Papers 1 International Journal of the Economics of Business 1 International journal of forecasting 1 Inventi impact: microfinance & banking 1 Journal of mathematical finance 1 Mathematics and Financial Economics 1 Mathematics and financial economics 1 Stochastic Processes and their Applications 1 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
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Source
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RePEc 11 ECONIS (ZBW) 8 EconStor 3
Showing 21 - 22 of 22
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Reversible stopping (“switching”) implies super contact
Wirl, Franz - In: Computational Management Science 5 (2008) 4, pp. 393-401
Persistent link: https://www.econbiz.de/10005147271
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Cover Image
Optimal maintenance and scrapping versus the value of back ups
Wirl, Franz - In: Computational Management Science 5 (2008) 4, pp. 379-392
Persistent link: https://www.econbiz.de/10005147275
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