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~isPartOf:"CREATES research paper"
~subject:"Mortality"
~subject:"Risiko"
~subject:"Theorie"
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Search: subject_exact:"Stochastisches Modell"
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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
Nonparametric statistics
17
Estimation
16
Schätzung
16
Bayes-Statistik
9
Bayesian inference
9
CAPM
9
Analysis
8
Mathematical analysis
8
Yield curve
8
Zinsstruktur
8
Börsenkurs
7
Dynamic equilibrium
7
Dynamisches Gleichgewicht
7
Modellierung
7
Scientific modelling
7
Share price
7
Statistical test
6
Statistischer Test
6
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Martingal
5
Martingale
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Monte Carlo simulation
5
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5
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78
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74
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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
European journal of operational research : EJOR
447
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
128
International journal of theoretical and applied finance
120
Operations research
117
Journal of econometrics
107
Operations research letters
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Mathematics of operations research
82
International journal of production economics
77
Journal of economic dynamics & control
75
Discussion paper / Tinbergen Institute
72
Risks : open access journal
71
INFORMS journal on computing : JOC
63
Journal of economic theory
59
Econometric reviews
57
Quantitative finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Computational Management Science : CMS
53
Economics letters
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
45
Discussion papers of interdisciplinary research project 373
45
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Econometric theory
42
Economic modelling
41
SpringerLink / Bücher
40
Omega : the international journal of management science
39
Scandinavian actuarial journal
39
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
NBER Working Paper
36
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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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