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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"CORE discussion papers : DP"
~source:"econis"
~subject:"Stochastic process"
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Stochastic process
Theorie
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Bauwens, Luc
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Preminger, Arie
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
71
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
50
SFB 649 discussion paper
40
Discussion papers of interdisciplinary research project 373
38
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36
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
2
An asynchronous distributed algorithm for solving stochastic unit commitment
Aravena, Ignacio
;
Papavasiliou, Anthony
-
2016
Persistent link: https://www.econbiz.de/10011894419
Saved in:
3
SDEs with uniform distributions : peacocks, conic martingales and mean reverting uniform diffusions
Brigo, Damiano
;
Jeanblanc, Monique
;
Vrins, Frédéric
-
2016
-
This version: December 9, 2016
Persistent link: https://www.econbiz.de/10011894452
Saved in:
4
Stationarity of heterogeneity in production technology using latent class modelling
Agrell, Per J.
;
Brea-Solís, Humberto
-
2015
Persistent link: https://www.econbiz.de/10011580739
Saved in:
5
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
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6
Stochastic first order methods in smooth convex optimization
Devolder, Olivier
-
2011
Persistent link: https://www.econbiz.de/10009505756
Saved in:
7
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
8
A characterization of inefficiency in stochastic overlapping generations economies
Bloise, Gaetano
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628367
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9
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
10
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
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