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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Monte Carlo simulation
Stochastic process
Stochastischer Prozess
211
Theorie
122
Theory
122
Volatility
91
Volatilität
91
Estimation
54
Schätzung
54
Option pricing theory
49
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49
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Reiß, Markus
10
Härdle, Wolfgang
8
McAleer, Michael
7
Belomestny, Denis
6
Asai, Manabu
5
Bibinger, Markus
4
Branger, Nicole
4
Gapeev, Pavel V.
4
Hautsch, Nikolaus
4
Meyer-Gohde, Alexander
4
Yu, Jun
4
Bordignon, Silvano
3
Horst, Ulrich
3
Kappus, Johanna
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Leippold, Markus
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Maasoumi, Esfandiar
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2
Li, Dong
2
Liesenfeld, Roman
2
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2
Meyer, Renate
2
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2
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SFB 649 discussion paper
Econometric reviews
Journal of banking & finance
European journal of operational research : EJOR
635
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
171
International journal of production research
169
Quantitative finance
165
Operations research letters
164
Mathematics of operations research
156
Journal of economic dynamics & control
140
Discussion paper / Tinbergen Institute
125
Risks : open access journal
124
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Annals of operations research
77
Finance research letters
77
Mathematical methods of operations research
77
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of economic theory
71
Working paper
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Annals of finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
211
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201
The implied jump risk of LIBOR rates
Lim, Kian-Guan
;
Ting, Christopher
;
Warachka, Mitch
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2503-2522
Persistent link: https://www.econbiz.de/10003071024
Saved in:
202
Correlated default with incomplete information
Giesecke, Kay
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1521-1545
Persistent link: https://www.econbiz.de/10002100479
Saved in:
203
Empirical characteristic functions estimation and its applications
Yu, Jun
- In:
Econometric reviews
23
(
2004
)
2
,
pp. 93-123
Persistent link: https://www.econbiz.de/10002131153
Saved in:
204
On the power of bootstrapped specification tests
Domínguez, Manuel A.
- In:
Econometric reviews
23
(
2004
)
3
,
pp. 215-228
Persistent link: https://www.econbiz.de/10002263068
Saved in:
205
Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.
;
Rodrigues, Paulo M. M.
- In:
Econometric reviews
21
(
2002
)
2
,
pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
Saved in:
206
An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
Saved in:
207
Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001596583
Saved in:
208
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
209
Optimal IV estimation of systems with stochastic regressors and VAR distribances with applications to dynamic systems
Mandy, David M.
;
Martins-Filho, Carlos
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10001620910
Saved in:
210
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
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