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~isPartOf:"Econometric Institute research papers"
~person:"Hafner, Christian M."
~person:"Jaarsveld, Willem van"
~person:"Kleibergen, Frank"
~person:"Leij, Marco van der"
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Search: subject:"Stochastisches Modell "
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Stochastic process
5
Stochastischer Prozess
5
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3
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2
ARCH-Modell
2
Börsenkurs
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asymmetry
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complex nonlinear moving average process
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existence
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Hafner, Christian M.
Jaarsveld, Willem van
Kleibergen, Frank
Leij, Marco van der
McAleer, Michael
16
Asai, Manabu
4
Chang, Chia-Lin
4
Franses, Philip Hans
4
Dekker, Rommert
3
Hooi Hooi Lean
3
Wong, Wing Keung
3
Caporin, Massimiliano
2
Dijk, Herman K. van
2
Frenk, Johannes G.
2
Martinet, Guillaume Gaetan
2
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2
Paap, Richard
2
Barros, Ana
1
Bruijn, Bert de
1
Dalmeijer, Kevin
1
Duijzer, Evelot
1
Eckert, Christine
1
Evers, Lanah
1
Glorie, Kristiaan
1
Groot, Bert de
1
Hohberger, Jan
1
Hoogerheide, Lennart F.
1
Huang, Jian
1
Ishida, Isao
1
Kobayashi, Masahito
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Listes, Ovidiu
1
Medeiros, Marcelo C.
1
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1
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1
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1
Oya, Kosuke
1
Piterbarg, Vladimir I.
1
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Econometric Institute research papers
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2
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ECONIS (ZBW)
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1
Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith
;
Jaarsveld, Willem van
;
Dekker, Rommert
-
2016
Persistent link: https://www.econbiz.de/10011555143
Saved in:
2
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
3
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
4
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
5
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
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