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~language:"eng"
~person:"Benth, Fred Espen"
~person:"Yu, Jun"
~type_genre:"Graue Literatur"
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Search: subject:"Stochastisches Modell "
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Stochastic process
19
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10
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Benth, Fred Espen
Yu, Jun
McAleer, Michael
47
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38
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29
Phillips, Peter C. B.
29
Platen, Eckhard
28
Chiarella, Carl
23
Shephard, Neil G.
23
Linton, Oliver
22
Barndorff-Nielsen, Ole E.
20
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19
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19
Gil-Alaña, Luis A.
18
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18
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Bos, Charles S.
17
Chan, Joshua
17
Kleijnen, Jack P. C.
15
Lucas, André
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Martin, Gael M.
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Mumtaz, Haroon
15
Whang, Yoon-jae
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14
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13
Hafner, Christian M.
13
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13
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Podolskij, Mark
13
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13
Asai, Manabu
12
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11
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11
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10
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10
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10
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
19
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
4
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
5
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:
6
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
7
Modelling energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
Saved in:
8
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:
9
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
10
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
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