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Search: subject:"random systems"
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random systems with complete connections
4
Stochastic difference equation
2
interacting Markov processes
2
mean-field models
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stochastic games
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stochastic stability
2
Börsenkurs
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China
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Nichtparametrisches Verfahren
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Non-random systems
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Variance built-in Mean
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Volatilität
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non-random systems
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random systems
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English
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Horst, Ulrich
4
Härdle, Wolfgang Karl
2
Li, Feng
2
Lin, Lu
2
Zhu, Lixing
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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SFB 373 Discussion Paper
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SFB 373 Discussion Papers
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SFB 649 Discussion Paper
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SFB 649 Discussion Papers
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EconStor
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RePEc
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1
Mean Volatility Regressions
Lin, Lu
;
Li, Feng
;
Zhu, Lixing
;
Härdle, Wolfgang Karl
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2011
Motivated by increment process modeling for two correlated random and non-
random
systems
from a discrete-time asset …
Persistent link: https://www.econbiz.de/10008776047
Saved in:
2
Mean volatility regressions
Lin, Lu
;
Li, Feng
;
Zhu, Lixing
;
Härdle, Wolfgang Karl
-
2010
Motivated by increment process modeling for two correlated random and non-
random
systems
from a discrete-time asset …
Persistent link: https://www.econbiz.de/10010281538
Saved in:
3
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
2002
We consider the stochastic sequence {Yi}t E N defined recursively by the linear relation Yt+l = AtYt + Bt in a random environment. The environment is described by the stochastic process {(At, Bt ) }t E N and is under the simultaneous control of several agents playing a discounted stochastic...
Persistent link: https://www.econbiz.de/10010310574
Saved in:
4
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
Sonderforschungsbereich 373, Quantifikation und …
-
2002
We consider the stochastic sequence {Yi}t E N defined recursively by the linear relation Yt+l = AtYt + Bt in a random environment. The environment is described by the stochastic process {(At, Bt ) }t E N and is under the simultaneous control of several agents playing a discounted stochastic...
Persistent link: https://www.econbiz.de/10010956569
Saved in:
5
Ergodic fluctuations in a stock market model with interacting agents: The mean field case
Horst, Ulrich
-
1999
We consider a financial market model with interacting agents and study the long run behaviour of both aggregate behaviour and equilibrium prices. Investors are heterogeneous in their price expectations and they get stochastic signals about the mood of the market described by the empirical...
Persistent link: https://www.econbiz.de/10010310029
Saved in:
6
Ergodic fluctuations in a stock market model with interacting agents: The mean field case
Horst, Ulrich
-
Sonderforschungsbereich 373, Quantifikation und …
-
1999
We consider a financial market model with interacting agents and study the long run behaviour of both aggregate behaviour and equilibrium prices. Investors are heterogeneous in their price expectations and they get stochastic signals about the mood of the market described by the empirical...
Persistent link: https://www.econbiz.de/10010956417
Saved in:
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