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~language:"eng"
~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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Schätzung
Stochastic process
Suchtheorie
Theory
VAR-Modell
Stochastischer Prozess
81
Theorie
55
Volatility
29
Volatilität
29
Time series analysis
23
Zeitreihenanalyse
23
Estimation
14
VAR model
13
Börsenkurs
11
Option pricing theory
11
Optionspreistheorie
11
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11
Schock
10
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10
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Nichtparametrisches Verfahren
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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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
Barndorff-Nielsen, Ole E.
22
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
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Kansantaloustieteen Laitos <Helsinki>
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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
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CESifo working papers
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Kiel working paper
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School of Economics working papers / The University of Adelaide, School of Economics
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ECONIS (ZBW)
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81
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
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