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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Quantitative finance"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Frequency distribution"
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Stochastischer Prozess
Statistical distribution
137
Statistische Verteilung
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Theorie
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33
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Aguilar, Jean-Philippe
1
Andersson, Jonas
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Asmussen, Søren
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of financial engineering
Quantitative finance
Journal of econometrics
27
International journal of theoretical and applied finance
20
Insurance / Mathematics & economics
16
Risks : open access journal
14
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12
Discussion paper / Tinbergen Institute
9
European journal of operational research : EJOR
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Scandinavian actuarial journal
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International journal of forecasting
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Finance research letters
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Handbook of heavy tailed distributions in finance
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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International journal of production research
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ECONIS (ZBW)
26
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1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
4
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
5
The EWMA Heston model
Parent, Léo
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10013490955
Saved in:
6
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
7
Gram-Charlier methods, regime-switching and stochastic volatility in exponential Lévy models
Asmussen, Søren
;
Bladt, Mogens
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 675-689
Persistent link: https://www.econbiz.de/10013367850
Saved in:
8
Bayesian estimation of electricity price risk with a multi-factor mixture of densities
Kang, Li
;
Walker, Stephen G.
;
Damien, Paul
;
Bunn, Derek W.
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1535-1544
Persistent link: https://www.econbiz.de/10013367927
Saved in:
9
Flexible mixture-amount models using multivariate Gaussian processes
Ruseckaite, Aiste
;
Fok, Dennis
;
Goos, Peter
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 257-271
Persistent link: https://www.econbiz.de/10012262461
Saved in:
10
On the first hitting time density for a reducible diffusion process
Lipton, Alexander
;
Kaushansky, Vadim
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 723-743
Persistent link: https://www.econbiz.de/10012262616
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