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Stochastic process
Theorie
165
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165
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88
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57
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57
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48
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48
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42
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Yu, Jun
40
Meyer, Renate
5
Phillips, Peter C. B.
5
Wang, Xiaohu
5
Xiao, Weilin
4
Zhang, Chen
4
Knight, John L.
3
Bao, Yong
2
Berg, Andreas
2
Shi, Shuping
2
Tse, Yiu Kuen
2
Ullah, Aman
2
Wang, XiaoHu
2
Wang, Yun
2
Yang, Zhenlin
2
Zhang, Xibin
2
Asai, Manabu
1
Chen, Han
1
Duan, Jin-Chuan
1
Fei, Yijie
1
Fulop, Andras
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He, Shuguang
1
Jiang, Hui
1
Li, Junye
1
Li, Yong
1
Liao, Weilin
1
Lui, Yiu Lim
1
McAleer, Michael
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Pan, Yajuan
1
Ritchken, Peter H.
1
Satchell, Stephen
1
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1
Song, Lisha
1
Sun, Zhiqiang
1
Tanaka, Katsuto
1
Tao, Yubo (Robert)
1
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1
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1
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Journal of econometrics
5
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5
Econometric reviews
4
Economics letters
2
Global COE Hi-Stat discussion paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
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1
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1
Essays in honor of Joon Y. Park : econometric theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
Saved in:
2
Change-point detection in Phase I for autocorrelated Poisson profiles with random or unbalanced designs
He, Shuguang
;
Song, Lisha
;
Shang, Yanfen
;
Wang, Zhiqiong
- In:
International journal of production research
59
(
2021
)
14
,
pp. 4306-4323
Persistent link: https://www.econbiz.de/10012589292
Saved in:
3
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
4
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.
;
Satchell, Stephen
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435264
Saved in:
5
Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435268
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6
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
Saved in:
7
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10001546183
Saved in:
8
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
9
Deviance information criterion as a model comparison criterion for stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001690310
Saved in:
10
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
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