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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Huang, Rachel J."
~person:"Tzeng, Larry Y."
~person:"Yu, Jun"
~subject:"Markov-Kette"
~subject:"Stochastischer Prozess"
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Markov-Kette
Stochastischer Prozess
Theorie
69
Theory
69
Stochastic process
27
Time series analysis
14
Zeitreihenanalyse
14
Volatility
10
Volatilität
10
Risikoaversion
9
Risk aversion
9
Bayes-Statistik
7
Bayesian inference
7
Portfolio selection
7
Portfolio-Management
7
Almost stochastic dominance
6
Markov chain
6
Risiko
6
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6
Economics of insurance
5
Monte Carlo simulation
5
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5
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5
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4
Entscheidung unter Risiko
4
Latent variable models
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Markov chain Monte Carlo
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomodell
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4
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3
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3
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3
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31
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Article in journal
Survey
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31
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Graue Literatur
16
Non-commercial literature
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Bibliografie enthalten
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31
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Huang, Rachel J.
Tzeng, Larry Y.
Yu, Jun
Escudero, Laureano F.
35
Tsionas, Efthymios G.
27
Gendreau, Michel
22
Elliott, Robert J.
20
Phillips, Peter C. B.
20
Siu, Tak Kuen
19
Shapiro, Alexander
16
Escobar, Marcos
15
McAleer, Michael
15
Chan, Joshua
13
Kumbhakar, Subal
13
Liu, Ming
13
Maggioni, Francesca
13
Wallace, Stein W.
13
Wong, Wing Keung
13
Asai, Manabu
12
Chu, Feng
12
Jeanblanc, Monique
12
Li, Yong
12
Rossi, Roberto
12
Tarim, S. Armagan
12
Bayraktar, Erhan
11
Cavazos-Cadena, Rolando
11
Chib, Siddhartha
11
D'Amico, Guglielmo
11
Feinberg, Eugene A.
11
Garín, María Araceli
11
Rei, Walter
11
Ulmer, Marlin Wolf
11
Ahmed, Shabbir
10
Beraldi, Patrizia
10
Bertsimas, Dimitris
10
Bäuerle, Nicole
10
Chu, Chengbin
10
Dolgui, Alexandre
10
Gouriéroux, Christian
10
Guo, Xianping
10
Kopa, Miloš
10
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Journal of econometrics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Econometric reviews
3
Annals of economics and finance
1
Asia-Pacific financial markets
1
Econometric theory
1
Econometrics : open access journal
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
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1
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1
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Social choice and welfare
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The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
31
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21
Almost marginal conditional stochastic dominance
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
Saved in:
22
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
23
Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.
;
Huang, Rachel J.
;
Shih, Pai-ta
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
Saved in:
24
Editorial: Recent advances in nonstationary time series : a festschrift in honor of Peter C.B. Phillips
Mariano, Roberto S.
;
Xiao, Zhijie
;
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 139-141
Persistent link: https://www.econbiz.de/10009671398
Saved in:
25
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
26
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
27
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
28
Deviance information criterion for comparing stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 107-120
Persistent link: https://www.econbiz.de/10001891469
Saved in:
29
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:
30
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
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