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type_genre:"Arbeitspapier"
type_genre:"Series"
~person:"Platen, Eckhard"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
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Schätzung
Stochastischer Prozess
Theorie
66
Theory
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31
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31
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16
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11
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11
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Platen, Eckhard
Gil-Alaña, Luis A.
45
Pesaran, M. Hashem
45
Koopman, Siem Jan
44
Härdle, Wolfgang
43
Caporale, Guglielmo Maria
39
Marcellino, Massimiliano
37
Phillips, Peter C. B.
32
Hautsch, Nikolaus
30
Kilian, Lutz
26
Lucas, André
26
Heckman, James J.
25
Linton, Oliver
25
Berg, Gerard J. van den
24
Rubio-Ramírez, Juan Francisco
23
Timmermann, Allan
22
Chiarella, Carl
21
Jenkins, Stephen
20
Blundell, Richard W.
19
Jordà, Òscar
19
Kaiser, Ulrich
19
Basu, Susanto
18
Clark, Todd E.
18
Kohlmann, Michael
18
Küchler, Uwe
18
Pierdzioch, Christian
18
Bos, Charles S.
17
Lütkepohl, Helmut
17
Blasques, Francisco
16
Dijk, Herman K. van
16
Herwartz, Helmut
16
McAleer, Michael
16
Mumtaz, Haroon
16
Belzil, Christian
15
Egger, Peter
15
Fehn, Rainer
15
Gylfi Zoega
15
Lux, Thomas
15
Mittnik, Stefan
15
Pástor, Ľuboš
15
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
2
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ECONIS (ZBW)
18
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1
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
2
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
3
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
4
Exact scenario simulation for selected multi-dimensional stochastic processes
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662360
Saved in:
5
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
Saved in:
6
Time delay and noise explaining cyclical fluctuations in prices of commodities
Küchler, Uwe
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003482142
Saved in:
7
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
8
On weak predictor-corrector schemes for jump-diffusion processes in finance
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003374003
Saved in:
9
Approximation of jump diffusions in finance and economics
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003329788
Saved in:
10
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
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