//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~language:"eng"
~subject:"Stochastic process"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
64
Theory
64
Japan
60
China
25
USA
24
United States
24
Estimation
17
Schätzung
17
Volatility
17
Volatilität
17
Productivity
16
Produktivität
16
Time series analysis
16
Zeitreihenanalyse
16
Economic growth
11
Wirtschaftswachstum
11
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Stochastischer Prozess
10
Auslandsinvestition
9
Foreign investment
9
Lohnstruktur
9
Wage structure
9
ARCH model
8
ARCH-Modell
8
Einkommensverteilung
7
Exchange rate
7
Income distribution
7
Wechselkurs
7
Allgemeines Gleichgewicht
6
Analysis of variance
6
Asia
6
Asien
6
East Asia
6
Einheitswurzeltest
6
Geldpolitik
6
General equilibrium
6
India
6
Indien
6
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
Author
All
Renò, Roberto
2
Uematsu, Yoshimasa
2
Yu, Jun
2
Andersen, Torben
1
Bandi, Federico M.
1
Corsi, Fulvio
1
Dashtseren, Khashbaatar
1
Fulop, Andras
1
Fusari, Nicola
1
Kim, Dukpa
1
Kurozumi, Eiji
1
Li, Junye
1
Owari, Keita
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Todorov, Viktor
1
Yamamoto, Yohei
1
more ...
less ...
Published in...
All
Global COE Hi-Stat discussion paper series
Discussion paper / Tinbergen Institute
122
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
CREATES research paper
60
Discussion papers of interdisciplinary research project 373
60
NBER working paper series
59
NBER Working Paper
57
SFB 649 discussion paper
54
Research paper series / Swiss Finance Institute
48
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
45
Working paper
43
Working paper / Department of Econometrics and Business Statistics, Monash University
38
CESifo working papers
36
Econometric Institute research papers
36
Working paper series
34
Cowles Foundation discussion paper
31
Swiss Finance Institute Research Paper
31
CAMA working paper series
30
Mathematics Preprint Archive
30
Working papers / TSE : WP
29
Les cahiers du GERAD
24
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Working papers
20
Discussion paper
19
Discussion paper / Center for Economic Research, Tilburg University
19
Discussion paper series / IZA
18
Working paper / National Bureau of Economic Research, Inc.
18
CORE discussion papers : DP
15
Economics discussion papers
15
CESifo Working Paper Series
14
CoFE discussion papers
14
ERIM report series research in management
14
Economics working paper
14
LSE STICERD Research Paper
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
CAMA Working Paper
13
CIRRELT
13
Cambridge working papers in economics
13
Cowles Foundation Discussion Paper
13
Faculty & research / Insead : working paper series
13
Finance and economics discussion series
13
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time instability of the US monetary system : multiple break tests and reduced rank TVP VAR
Kim, Dukpa
;
Yamamoto, Yohei
-
2013
Persistent link: https://www.econbiz.de/10009714377
Saved in:
2
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
4
Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
Uematsu, Yoshimasa
-
2011
Persistent link: https://www.econbiz.de/10009423493
Saved in:
5
Regression with a slowly varying regressor in the presence of a unit root
Uematsu, Yoshimasa
-
2011
Persistent link: https://www.econbiz.de/10009423492
Saved in:
6
Statistical inference in possibly integrated cointegrated vector autoregressions : application to testing for structural changes
Kurozumi, Eiji
;
Dashtseren, Khashbaatar
-
2011
Persistent link: https://www.econbiz.de/10009238562
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
8
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854417
Saved in:
9
Robust exponential hedging in a Brownian setting
Owari, Keita
-
2009
Persistent link: https://www.econbiz.de/10003939988
Saved in:
10
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->