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isPartOf:"Journal of econometrics"
~isPartOf:"Econometric reviews"
~isPartOf:"Review of derivatives research"
~person:"Kohn, Robert"
~source:"econis"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Volatility
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Kohn, Robert
McAleer, Michael
12
Todorov, Viktor
11
Asai, Manabu
9
Tauchen, George Eugene
8
Yu, Jun
5
Bollerslev, Tim
4
Chan, Joshua
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
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Clark, Todd E.
3
Gouriéroux, Christian
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Li, Jia
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Marcellino, Massimiliano
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Poon, Aubrey
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Renault, Eric
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Shephard, Neil G.
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Boswijk, Herman Peter
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Chib, Siddhartha
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Dufour, Jean-Marie
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Escobar, Marcos
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Forbes, Catherine Scipione
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Francq, Christian
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Gallant, A. Ronald
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Grynkiv, Iaryna
2
Jasiak, Joann
2
Jensen, Mark J.
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Kim, Donggyu
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Kim, Young Shin
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Koopman, Siem Jan
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Maasoumi, Esfandiar
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Journal of econometrics
Econometric reviews
Review of derivatives research
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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Particle efficient importance sampling
Scharth, Marcel
;
Kohn, Robert
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10011591626
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2
Multivariate stochastic volatility models with correlated errors
Chan, David
;
Kohn, Robert
;
Kirby, Chris
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 245-274
Persistent link: https://www.econbiz.de/10003355764
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