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Stochastic process
17
Stochastischer Prozess
17
Theorie
15
Theory
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Markov chain
6
Markov-Kette
6
Volatility
5
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English
24
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Barndorff-Nielsen, Ole E.
6
Sørensen, Michael
5
Shephard, Neil G.
3
Bibby, Bo Martin
2
Di Miscia, Orazio
2
Levendorskij, Sergej Z.
2
Shepard, Neil
2
Ørregaard Nielsen, Morten
2
Bladt, Mogens
1
Bojarčenko, Svetlana I.
1
Brandorff-Nielsen, Ole E.
1
Christensen, Claus Vorm
1
Christiansen, Charlotte
1
Hansen, Niels Richard
1
Kessler, Mathieu
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Schmidli, Hanspeter
1
Skovgaard, Ib Michael
1
Stelzer, Robert
1
Sørensen, Helle
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
809
International Monetary Fund (IMF)
302
International Monetary Fund
94
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
91
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
55
OECD
44
Springer Fachmedien Wiesbaden
37
Basel Committee on Banking Supervision
33
HAL
33
Institut für Schweizerisches Bankwesen <Zürich>
30
Ekonomiska forskningsinstitutet <Stockholm>
28
Society for Computational Economics - SCE
28
Federal Reserve Bank of St. Louis
25
Institute of Finance and Accounting <London>
25
European Central Bank
22
Frank J. Fabozzi Associates <New Hope, Pa.>
18
Erasmus Research Institute of Management
17
National Centre of Competence in Research North South <Bern>
17
Center for Economic Research <Tilburg>
16
World Bank
16
C.E.P.R. Discussion Papers
15
EconWPA
15
Rodney L. White Center for Financial Research
15
Econometrisch Instituut <Rotterdam>
14
International Center for Financial Asset Management and Engineering
14
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
14
European University Institute / Department of Law
13
International Organization of Securities Commissions
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
School of Economics and Management, University of Aarhus
13
CFA Institute <Charlottesville, Va.>
12
Chambre de commerce et d'industrie de Paris
12
European Innovation Council and SMEs Executive Agency
12
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
12
Fisher Investments Inc. <Woodside, Calif.>
12
Universität Mannheim
12
Universität Zürich / Institut für Schweizerisches Bankwesen
12
European Commission / Joint Research Centre
11
Frankfurt School of Finance & Management
11
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
24
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ECONIS (ZBW)
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MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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2
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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3
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
5
Classification of Markov chains on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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6
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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7
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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8
Hyperbolic processes in finance
Bibby, Bo Martin
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599143
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9
Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607775
Saved in:
10
Integrated OU processes
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560040
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