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~language:"eng"
~person:"Escudero, Laureano F."
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~person:"Stiglitz, Joseph E."
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Article"
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Stochastischer Prozess
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473
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Escudero, Laureano F.
Frey, Bruno S.
Lien, Da-hsiang Donald
Phillips, Peter C. B.
Stiglitz, Joseph E.
McAleer, Michael
31
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29
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26
Siu, Tak Kuen
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24
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ECONIS (ZBW)
65
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65
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Castro, Jordi
;
Escudero, Laureano F.
;
Monge, Juan F.
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 268-285
Persistent link: https://www.econbiz.de/10014339838
Saved in:
3
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
4
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
5
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
6
On pricing-based equilibrium for network expansion planning : a multi-period bilevel approach under uncertainty
Escudero, Laureano F.
;
Monge, Juan F.
; …
- In:
European journal of operational research : EJOR
287
(
2020
)
1
,
pp. 262-279
Persistent link: https://www.econbiz.de/10012293762
Saved in:
7
Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
Escudero, Laureano F.
;
Garín, María Araceli
;
Monge, …
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
Saved in:
8
On risk management of a two-stage stochastic mixed 0-1 model for the closed-loop supply chain design problem
Baptista, Susana
;
Barbosa-Póvoa, Ana Paula
;
Escudero, …
- In:
European journal of operational research : EJOR
274
(
2019
)
1
,
pp. 91-107
Persistent link: https://www.econbiz.de/10011989992
Saved in:
9
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
10
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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