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subject:"Zinsstruktur"
~isPartOf:"Journal of econometrics"
~subject:"Backward stochastic differential equations"
~subject:"Derivative"
~subject:"Time series analysis"
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Zinsstruktur
Backward stochastic differential equations
Derivative
Time series analysis
Analysis
4
Mathematical analysis
4
Stochastic differential equation
3
Stochastic process
3
Stochastischer Prozess
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Zeitreihenanalyse
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Estimation
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Estimation theory
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Schätztheorie
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Volatility
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ARCH-Modell
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GARCH
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Girsanov's theorem
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Induktive Statistik
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Interest rate
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Interest rates
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Itô process
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Nichtlineare Regression
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Nonlinear regression
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Nonlinear time series
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Option data
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Option pricing theory
1
Optionspreistheorie
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Prognoseverfahren
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Quasi-maximum likelihood estimation
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Quasi-maximum likelihood estimator
1
Realized volatility
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Kim, Donggyu
2
Wang, Yazhen
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Cui, Xiangyu
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Su, Fei
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Journal of econometrics
International journal of theoretical and applied finance
6
The journal of computational finance
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Finance and stochastics
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Insurance / Mathematics & economics
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Decision making and risk/return optimization in financial economics
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Decisions in economics and finance : a journal of applied mathematics
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Dynamic games and applications : DGA
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Economics discussion papers / University of Essex, Department of Economics
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European journal of operational research : EJOR
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Finance research letters
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Foundations of Management : the journal of Warsaw University of Technology
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International Journal of Financial Studies : open access journal
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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