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~person:"Garín, María Araceli"
~person:"Levendorskij, Sergej Z."
~person:"Yu, Jun"
~subject:"Theory"
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Search: subject_exact:"Stochastic process"
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Stochastischer Prozess
75
Stochastic process
72
Theorie
52
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23
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23
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17
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17
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Garín, María Araceli
Levendorskij, Sergej Z.
Yu, Jun
Phillips, Peter C. B.
59
Koopman, Siem Jan
42
Sethi, Suresh
42
Escudero, Laureano F.
39
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Platen, Eckhard
30
Chiarella, Carl
28
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25
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23
Chan, Joshua
22
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21
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21
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21
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20
Asai, Manabu
19
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19
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19
Benth, Fred Espen
18
Clark, Todd E.
18
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18
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18
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17
Wirjanto, Tony S.
17
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Maggioni, Francesca
16
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16
Ulmer, Marlin Wolf
16
Arvanitis, Stelios
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Kilian, Lutz
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Pérez, Gloría
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ECONIS (ZBW)
52
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1
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:
2
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
3
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
5
Generating cluster submodels from two-stage stochastic mixed integer optimization models
Eguía, Isabel
;
Garín, María Araceli
;
Unzueta …
-
2018
Persistent link: https://www.econbiz.de/10011963995
Saved in:
6
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:
7
Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Escudero, Laureano F.
;
Garín, María Araceli
;
Merino, …
-
2015
Persistent link: https://www.econbiz.de/10010506751
Saved in:
8
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
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
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
Aldasoro, Unai
;
Garín, María Araceli
;
Merino, María
; …
-
2013
Persistent link: https://www.econbiz.de/10010417858
Saved in:
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