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~isPartOf:"CREATES research paper"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Search: subject:"Stochastischer Prozess"
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Theorie
Zeitreihenanalyse
Stochastic process
97
Stochastischer Prozess
97
Theory
65
Volatility
26
Volatilität
26
Estimation theory
18
Schätztheorie
18
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10
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Podolskij, Mark
10
Barndorff-Nielsen, Ole E.
5
Veraart, Almut E. D.
5
Pakkanen, Mikko S.
4
Bennedsen, Mikkel
3
Kristensen, Dennis
3
Phillips, Peter C. B.
3
Todorov, Viktor
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Veliyev, Bezirgen
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Andersen, Torben
2
Basse-O'Connor, Andreas
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Benth, Fred Espen
2
Christensen, Kim
2
Grassi, Stefano
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Proietti, Tommaso
2
Tauchen, George Eugene
2
Yoshida, Nakahiro
2
Abbring, Jaap H.
1
Agosto, Arianna
1
Andreasen, Martin M.
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Andreasen, Martin Møller
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Baltazar-Larios, Fernando
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Barberà, Salvador
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Barrett, Garry F.
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Benzoni, Luca
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Besanko, David
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Bogomolnaia, Anna
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Bolko, Anine E.
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Callot, Laurent
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Chib, Siddhartha
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Christensen, Bent Jesper
1
Christoffersen, Peter F.
1
Citanna, Alessandro
1
Collin-Dufresne, Pierre
1
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Corcuera, José Manuel
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CREATES research paper
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
European journal of operational research : EJOR
451
Insurance / Mathematics & economics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of econometrics
136
Finance and stochastics
130
International journal of production research
128
International journal of theoretical and applied finance
118
Operations research
116
Operations research letters
102
Discussion paper / Tinbergen Institute
86
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Mathematics of operations research
81
International journal of production economics
75
Journal of economic dynamics & control
75
Econometric reviews
66
Risks : open access journal
65
INFORMS journal on computing : JOC
62
Quantitative finance
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Journal of economic theory
55
Economics letters
54
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
50
Computational economics
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economic modelling
48
Econometric theory
47
Discussion papers of interdisciplinary research project 373
46
Management science : journal of the Institute for Operations Research and the Management Sciences
43
SFB 649 discussion paper
43
Working paper
43
Omega : the international journal of management science
41
SpringerLink / Bücher
41
Energy economics
38
Annals of operations research
37
IMA journal of management mathematics
37
Working paper / National Bureau of Economic Research, Inc.
37
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ECONIS (ZBW)
74
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
4
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
5
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
-
2018
Persistent link: https://www.econbiz.de/10011913657
Saved in:
6
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
7
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
Saved in:
8
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2017
Persistent link: https://www.econbiz.de/10011706192
Saved in:
9
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
10
Estimation of the global regularity of a multifractional Brownian motion
Lebovits, Joachim
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011573309
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