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~person:"Guillaume, Tristan"
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Multivariate Analyse
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1994-2003
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Guillaume, Tristan
Yu, Jun
Asai, Manabu
6
McAleer, Michael
5
Avanzi, Benjamin
4
Doucet, Arnaud
4
Kapetanios, George
4
Koopman, Siem Jan
4
Semeraro, Patrizia
4
Strachan, Rodney W.
4
Wong, Bernard
4
Ballotta, Laura
3
Bianchi, Michele Leonardo
3
Chan, Joshua
3
Cipollini, Andrea
3
Herwartz, Helmut
3
Härdle, Wolfgang
3
León-González, Roberto
3
Liesenfeld, Roman
3
Linders, Daniël
3
Spokojnyj, Vladimir G.
3
Stassen, Ben
3
Tassinari, Gian Luca
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Aparisi, Francisco
2
Di Bernardino, Elena
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Epprecht, Eugenio K.
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Escobar, Marcos
2
Fusai, Gianluca
2
Gribisch, Bastian
2
Guillaume, Florence
2
Gupta, Aparna
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Janus, Paweł
2
Kleijnen, Jack P. C.
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Loregian, Angela
2
Lucas, André
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Maasoumi, Esfandiar
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Mahieu, Ronald J.
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Marena, Marina
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Mehdad, Ehsan
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Econometric reviews
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International journal of financial engineering
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ECONIS (ZBW)
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Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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2
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
3
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
5
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
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