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~isPartOf:"CREATES research paper"
~subject:"Australia"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Australia
Stochastic process
Theorie
211
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Time series analysis
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67
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Podolskij, Mark
13
Barndorff-Nielsen, Ole E.
7
Pakkanen, Mikko S.
6
Veraart, Almut E. D.
5
Bennedsen, Mikkel
4
Grassi, Stefano
4
Kristensen, Dennis
4
Lunde, Asger
4
Nielsen, Morten Ørregaard
3
Proietti, Tommaso
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Benth, Fred Espen
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Corcuera, José Manual
2
Kruse, Robinson
2
Papapantoleon, Antonis
2
Rahbek, Anders
2
Santucci de Magistris, Paolo
2
Skovmand, David
2
Sørensen, Michael
2
Yoshida, Nakahiro
2
Agosto, Arianna
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Baltazar-Larios, Fernando
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Basse, Tobias
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Benzoni, Luca
1
Bolko, Anine E.
1
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Cavaliere, Giuseppe
1
Christoffersen, Peter F.
1
Corcuera, José Manuel
1
Creel, Michael D.
1
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1
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CREATES research paper
Discussion paper / Tinbergen Institute
123
Working paper
82
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
68
Discussion papers of interdisciplinary research project 373
60
Research paper series / Swiss Finance Institute
60
Research discussion paper / Reserve Bank of Australia
58
Working paper / Department of Econometrics and Business Statistics, Monash University
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
52
Working paper series
51
Working paper / National Bureau of Economic Research, Inc.
50
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48
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46
SFB 649 discussion paper
44
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42
Research paper / University of Melbourne, Department of Economics
40
Cowles Foundation discussion paper
38
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37
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34
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32
Econometric Institute research papers
31
Discussion papers in economics, finance and international competitiveness
29
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29
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29
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion paper / Centre for Economic Policy Research
26
Les cahiers du GERAD
26
Discussion paper / School of Economics, The University of New South Wales
22
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Discussion paper / Department of Economics, The University of Western Australia
20
Discussion papers / Centre for Economic Policy Research, Australian National University
19
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Economics discussion papers
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
18
Discussion paper series
17
ERIM report series research in management
17
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17
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ECONIS (ZBW)
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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
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2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
4
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Which pricing approach for options under GARCH with non-normal innovations?
Simonato, Jean-Guy
;
Stentoft, Lars
-
2015
Persistent link: https://www.econbiz.de/10011327731
Saved in:
10
A regime-switching stochastic volatility model for forecasting electricity prices
Exterkate, Peter
;
Knapik, Oskar
-
2017
Persistent link: https://www.econbiz.de/10011624014
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