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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Theorie
Stochastic process
103
Stochastischer Prozess
103
Theory
71
Volatility
33
Volatilität
33
Estimation theory
23
Schätztheorie
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Time series analysis
20
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Schätzung
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Option pricing theory
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Martingal
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Martingale
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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
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
Grassi, Stefano
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
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
Baltazar-Larios, Fernando
1
Benzoni, Luca
1
Bolko, Anine E.
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SFB 649 discussion paper
CREATES research paper
Discussion paper / Tinbergen Institute
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
50
Discussion papers of interdisciplinary research project 373
45
Working paper
32
Working paper / National Bureau of Economic Research, Inc.
31
Cowles Foundation discussion paper
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
CESifo working papers
27
Research paper series / Swiss Finance Institute
26
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
Les cahiers du GERAD
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Discussion paper / Centre for Economic Policy Research
21
Swiss Finance Institute Research Paper
17
Working papers / TSE : WP
17
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
17
Economics working paper
14
CAMA working paper series
13
CoFE discussion papers
13
Discussion paper
13
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
13
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Discussion paper / B
12
Econometric Institute research papers
12
Federal Reserve Bank of Cleveland working paper series
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
11
Finance and economics discussion series
11
Working paper series / Centre for Practical Quantitative Finance
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Discussion paper / Deutsche Bundesbank
10
Faculty & research / Insead : working paper series
10
Kiel working paper
10
Working papers
10
CIRRELT
9
CORE discussion papers : DP
9
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
9
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ECONIS (ZBW)
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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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