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isPartOf:"SFB 649 discussion paper"
~isPartOf:"CREATES research paper"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
~type_genre:"Working Paper"
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Search: subject_exact:"Stochastisches Modell"
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Mortality
Risiko
Theorie
Stochastic process
113
Stochastischer Prozess
113
Theory
75
Volatility
34
Volatilität
34
Estimation theory
24
Schätztheorie
24
Time series analysis
20
Zeitreihenanalyse
20
Option pricing theory
17
Optionspreistheorie
17
Estimation
16
Nichtparametrisches Verfahren
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Nonparametric statistics
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Schätzung
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Dynamic equilibrium
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Scientific modelling
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Share price
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Statistischer Test
6
USA
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United States
6
ARCH model
5
ARCH-Modell
5
Martingal
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5
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74
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English
78
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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
Gapeev, Pavel V.
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
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SFB 649 discussion paper
CREATES research paper
Discussion paper / Tinbergen Institute
72
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
50
Discussion papers of interdisciplinary research project 373
39
Working paper / National Bureau of Economic Research, Inc.
37
Working paper
31
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
30
Cowles Foundation discussion paper
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
CESifo working papers
27
Research paper series / Swiss Finance Institute
26
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion paper / Centre for Economic Policy Research
25
Working paper series
25
Les cahiers du GERAD
22
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Swiss Finance Institute Research Paper
17
Working papers / TSE : WP
17
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
17
Econometric Institute research papers
15
Economics working paper
15
CoFE discussion papers
13
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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
12
Discussion paper / B
12
Faculty & research / Insead : working paper series
12
Federal Reserve Bank of Cleveland working paper series
12
Finance and economics discussion series
12
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
11
Working papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
CORE discussion papers : DP
10
Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Discussion paper / Deutsche Bundesbank
10
Discussion papers / CEPR
10
Kiel working paper
10
Report / Econometric Institute, Erasmus University Rotterdam
10
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ECONIS (ZBW)
78
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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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