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A nonparametric method of mult...
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Stochastic process
Nonparametric estimation
858
Nichtparametrische Schätzung
675
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499
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489
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450
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444
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Arvanitis, Stelios
2
Asai, Manabu
2
Gapeev, Pavel V.
2
McAleer, Michael
2
Park, Joon Y.
2
Veiga, Alvaro
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
4
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric reviews
2
Finance research letters
2
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2
Revista Brasileira de Finanças : RBFin
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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1
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ECONIS (ZBW)
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1
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
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2
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
3
A statistical equilibrium model of competitive firms
Alfarano, Simone
;
Milaković, Mishael
;
Irle, Albrecht
; …
- In:
Journal of economic dynamics & control
36
(
2012
)
1
,
pp. 136-149
Persistent link: https://www.econbiz.de/10009422348
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4
Bayesian switching multiple disorder problems
Gapeev, Pavel V.
- In:
Mathematics of operations research
41
(
2016
)
3
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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5
A chaos expansion approach for the pricing of contingent claims
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10011298901
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6
Game of singular stochastic control and strategic exit
Kwon, H. Dharma
;
Zhang, Hongzhong
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 869-887
Persistent link: https://www.econbiz.de/10011408931
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7
Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process
Miao, Daniel Wei-Chung
;
Lin, Xenos Chang-Shuo
;
Chao, …
- In:
Computers & operations research : and their …
65
(
2016
),
pp. 111-124
Persistent link: https://www.econbiz.de/10011410719
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8
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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9
Ergodic inventory control with diffusion demand and general ordering costs
Wei, Bo
;
Yao, Dacheng
- In:
Operations research letters
49
(
2021
)
4
,
pp. 578-585
Persistent link: https://www.econbiz.de/10012649043
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10
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
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