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~subject:"Stochastischer Prozess"
~person:"Yu, Jun"
~accessRights:"free"
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Stochastischer Prozess
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Yu, Jun
Koopman, Siem Jan
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Gao, Jiti
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Phillips, Peter C. B.
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Bos, Charles S.
14
McAleer, Michael
14
Chan, Joshua
12
Gil-Alaña, Luis A.
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Zhang, Bo
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Dong, Chaohua
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Härdle, Wolfgang
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Kilian, Lutz
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Schorfheide, Frank
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Strachan, Rodney W.
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Tauchen, George Eugene
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Clark, Todd E.
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Marcellino, Massimiliano
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Martin, Gael M.
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Ooms, Marius
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Pan, Guangming
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Rodriguez, Gabriel
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Shephard, Neil G.
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Chan, Joshua C. C.
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
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