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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~subject:"ARCH model"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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ARCH model
Mortality
Risiko
Theorie
Stochastic process
114
Stochastischer Prozess
114
Theory
75
Volatility
34
Volatilität
34
Estimation theory
24
Schätztheorie
24
Time series analysis
20
Zeitreihenanalyse
20
Option pricing theory
18
Optionspreistheorie
18
Nichtparametrisches Verfahren
17
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17
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16
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8
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7
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Podolskij, Mark
10
Härdle, Wolfgang
6
Barndorff-Nielsen, Ole E.
5
Veraart, Almut E. D.
5
Meyer-Gohde, Alexander
4
Pakkanen, Mikko S.
4
Belomestny, Denis
3
Bibinger, Markus
3
Grassi, Stefano
3
Hautsch, Nikolaus
3
Horst, Ulrich
3
Post, Thomas
3
Reiß, Markus
3
Söhl, Jakob
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Bennedsen, Mikkel
2
Benth, Fred Espen
2
Christensen, Kim
2
Gapeev, Pavel V.
2
Hanewald, Katja
2
Jirak, Moritz
2
Kristensen, Dennis
2
Kupper, Michael
2
Lan, Hong
2
Lunde, Asger
2
Neuhoff, Daniel
2
Ou, Yangguoyi
2
Proietti, Tommaso
2
Rahbek, Anders
2
Santucci de Magistris, Paolo
2
Schoenmakers, John
2
Todorov, Viktor
2
Trabs, Mathias
2
Weron, Rafał
2
Yoshida, Nakahiro
2
Agosto, Arianna
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
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SFB 649 discussion paper
CREATES research paper
European journal of operational research : EJOR
458
Insurance / Mathematics & economics
189
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
132
International journal of production research
131
Journal of econometrics
125
International journal of theoretical and applied finance
121
Operations research
118
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
83
Discussion paper / Tinbergen Institute
80
International journal of production economics
77
Journal of economic dynamics & control
76
Risks : open access journal
73
Quantitative finance
64
INFORMS journal on computing : JOC
63
Econometric reviews
60
Journal of economic theory
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economics letters
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Computational Management Science : CMS
53
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Computational economics
49
Discussion papers of interdisciplinary research project 373
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Economic modelling
44
Omega : the international journal of management science
43
Econometric theory
42
SpringerLink / Bücher
42
Energy economics
41
Scandinavian actuarial journal
39
Working paper
39
IMA journal of management mathematics
38
Annals of operations research
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ECONIS (ZBW)
81
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1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
4
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
5
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
6
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
7
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011573309
Saved in:
8
A weak limit theorem for numerical approximation of Brownian semi-stationary processes
Podolskij, Mark
;
Thamrongrat, Nopporn
-
2015
Persistent link: https://www.econbiz.de/10011398537
Saved in:
9
Limit theorems for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Lachièze-Rey, Raphaël
; …
-
2015
Persistent link: https://www.econbiz.de/10011398661
Saved in:
10
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
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