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~language:"eng"
~person:"Härdle, Wolfgang"
~person:"Yu, Jun"
~subject:"Pattern recognition"
~subject:"Stochastischer Prozess"
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Pattern recognition
Stochastischer Prozess
Theorie
41
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41
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20
Estimation
19
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16
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16
Börsenkurs
14
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11
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Härdle, Wolfgang
Yu, Jun
McAleer, Michael
15
Mumtaz, Haroon
11
Chiarella, Carl
10
Alòs, Elisa
8
Theodoridis, Konstantinos
8
Beaudry, Paul
6
Galizia, Dana
6
Portier, Franck
6
Sandal, Leif K.
6
Asai, Manabu
5
Kamihigashi, Takashi
5
Platen, Eckhard
5
Stachurski, John
5
Vredeveld, Tjark
5
Apesteguia, Jose
4
Govindan, Kannan
4
Hafner, Christian M.
4
León, Jorge A.
4
Nguyen, Hoang
4
Phillips, Peter C. B.
4
Österholm, Pär
4
Ashley, Richard A.
3
Barndorff-Nielsen, Ole E.
3
Bianchi, Michele Leonardo
3
Cai, Yongyang
3
Carriero, Andrea
3
Chen, Shiyi
3
Clark, Todd E.
3
Creemers, Stefan
3
Di Guilmi, Corrado
3
Evstigneev, Igor V.
3
Fabozzi, Frank J.
3
Fattahi, Mohammad
3
Gholami, Reza Azad
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
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3
Haque, Qazi
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SFB 649 discussion paper
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Economics and finance working paper series
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Source
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ECONIS (ZBW)
18
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1
Forecasting corporate distress in the Asian and Pacific region
Moro, Russ
;
Härdle, Wolfgang
;
Aliakbari, Saeideh
; …
-
2011
Persistent link: https://www.econbiz.de/10009231331
Saved in:
2
A class of nonlinear stochastic volatility models
Yu, Jun
;
Yang, Zhenlin
-
2002
Persistent link: https://www.econbiz.de/10001677963
Saved in:
3
Deviance information criterion as a model comparison criterion for stochastic volatility models
Berg, Andreas
;
Meyer, Renate
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001690310
Saved in:
4
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
5
Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
Saved in:
6
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
7
Exact Gaussian estimation of continuous time models of the term structure of interest rates
Phillips, Peter C. B.
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001558290
Saved in:
8
Efficient estimation of the stochastic volatility model by the empirical characteristic function method
Knight, John L.
;
Satchell, Stephen
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435264
Saved in:
9
Estimation of a self-exciting poisson jump diffusion model by the empirical characteristic function method
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435268
Saved in:
10
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
Saved in:
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