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~language:"eng"
~person:"Barndorff-Nielsen, Ole E."
~person:"Chiarella, Carl"
~person:"Gao, Jiti"
~person:"Koskela, Erkki"
~person:"Lux, Thomas"
~person:"Mumtaz, Haroon"
~subject:"Schätzung"
~subject:"Stochastic process"
~subject:"Suchtheorie"
~subject:"Theory"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Search: subject:"Stochastisches Modell "
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Schätzung
Stochastic process
Suchtheorie
Theory
VAR-Modell
Stochastischer Prozess
103
Theorie
68
Volatility
39
Volatilität
39
Time series analysis
27
Zeitreihenanalyse
27
Estimation
14
Option pricing theory
14
Optionspreistheorie
14
VAR model
13
Börsenkurs
11
Share price
11
Stochastic volatility
11
Financial market
10
Finanzmarkt
10
Nichtparametrisches Verfahren
10
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10
Schock
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Shock
10
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9
Forest economics
9
Forstökonomie
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Zins
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Bayes-Statistik
6
Bayesian inference
6
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Estimation theory
6
Monte Carlo simulation
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Monte-Carlo-Simulation
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Book / Working Paper
103
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Arbeitspapier
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Graue Literatur
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35
Aufsatz in Zeitschrift
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10
Book section
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English
Author
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Barndorff-Nielsen, Ole E.
Chiarella, Carl
Gao, Jiti
Koskela, Erkki
Lux, Thomas
Mumtaz, Haroon
McAleer, Michael
49
Koopman, Siem Jan
39
Phillips, Peter C. B.
30
Ferrari, Giorgio
29
Platen, Eckhard
29
Shephard, Neil G.
24
Linton, Oliver
22
Küchler, Uwe
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Bos, Charles S.
17
Chan, Joshua
17
Yu, Jun
17
Clark, Todd E.
15
Kleijnen, Jack P. C.
15
Lucas, André
15
Marcellino, Massimiliano
15
Martin, Gael M.
15
Whang, Yoon-jae
15
Hafner, Christian M.
14
Takahashi, Akihiko
14
Podolskij, Mark
13
Riedel, Frank
13
Scaillet, Olivier
13
Asai, Manabu
12
Carriero, Andrea
12
Föllmer, Hans
11
Reiß, Markus
11
Sornette, Didier
11
Alvarez, Luis H. R.
10
Alòs, Elisa
10
Evstigneev, Igor V.
10
Forbes, Catherine Scipione
10
Kilian, Lutz
10
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Centre for Analytical Finance <Århus>
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Nuffield College
2
Kansantaloustieteen Laitos <Helsinki>
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper
10
CREATES research paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
CESifo working papers
4
Discussion paper / B
4
Economics discussion papers
4
Kiel working paper
4
School of Economics working papers / The University of Adelaide, School of Economics
4
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
3
Economics working paper
3
Discussion paper / Tinbergen Institute
2
Discussion papers / Department of Economics, University of Helsinki
2
Oxford Financial Research Centre economics series
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working papers / Bank of England
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Cardiff economics working papers
1
Department of Economics discussion paper series
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Economics working paper series
1
Mathematical finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Working paper series / European Central Bank
1
Working paper series / Financial Econometrics Research Centre
1
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ECONIS (ZBW)
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101
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
102
A note on the stochastic properties of German stock returns
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10001372601
Saved in:
103
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
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