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~person:"Levendorskij, Sergej Z."
~person:"Wallace, Stein W."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Search: subject_exact:"Stochastic process"
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Stochastischer Prozess
Theory
Stochastic process
81
Theorie
51
Volatility
23
Volatilität
23
Option pricing theory
18
Optionspreistheorie
18
Time series analysis
12
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stochastic programming
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Levendorskij, Sergej Z.
Wallace, Stein W.
Yu, Jun
McAleer, Michael
93
Phillips, Peter C. B.
75
Koopman, Siem Jan
62
Chiarella, Carl
56
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
42
Post, Thierry
41
Takahashi, Akihiko
41
Asai, Manabu
39
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Fabozzi, Frank J.
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Elliott, Robert J.
31
Hainaut, Donatien
31
Gendreau, Michel
30
Linton, Oliver
30
Gil-Alaña, Luis A.
29
Račev, Svetlozar T.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
28
Carr, Peter
27
Wong, Wing Keung
27
Topaloglou, Nikolas
26
Batabyal, Amitrajeet A.
25
Mumtaz, Haroon
25
Nguyen, Duy
25
Zhang, Qing
25
Bayraktar, Erhan
24
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Handbook of financial time series
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Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
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ECONIS (ZBW)
83
USB Cologne (EcoSocSci)
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1
Problem-based scenario generation by decomposing output distributions
Narum, Benjamin S.
;
Fairbrother, Jamie
;
Wallace, Stein W.
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 154-166
Persistent link: https://www.econbiz.de/10015047693
Saved in:
2
On the safe side of stochastic programming : bounds and approximations
Narum, Benjamin S.
;
Maggioni, Francesca
;
Wallace, Stein W.
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3201-3237
Persistent link: https://www.econbiz.de/10014327995
Saved in:
3
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:
4
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:
5
The two-echelon multicommodity location-routing problem with stochastic and correlated demands
Escobar-Vargas, David
;
Crainic, Teodor Gabriel
;
Rei, Walter
-
2023
Persistent link: https://www.econbiz.de/10014433266
Saved in:
6
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:
7
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:
8
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:
9
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
10
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
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