//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Levendorskij, Sergej Z."
~person:"Yu, Jun"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic process"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Theory
Stochastic process
34
Theorie
17
Option pricing theory
15
Optionspreistheorie
15
Volatility
12
Volatilität
12
Time series analysis
8
Zeitreihenanalyse
8
Lévy processes
5
Option trading
5
Optionsgeschäft
5
Bayes-Statistik
4
Bayesian inference
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Wiener-Hopf factorization
4
barrier options
3
credit default swaps
3
ARMA model
2
ARMA-Modell
2
Credit derivative
2
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Estimation theory
2
Exchange rate
2
Forecasting model
2
Fourier transform
2
Fractional Brownian motion
2
Heston model
2
Interest rate
2
Kreditderivat
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
34
Author
All
Levendorskij, Sergej Z.
Yu, Jun
Escudero, Laureano F.
39
McAleer, Michael
30
Escobar, Marcos
29
Fabozzi, Frank J.
26
Gendreau, Michel
26
Phillips, Peter C. B.
26
Siu, Tak Kuen
26
Benth, Fred Espen
25
Carr, Peter
24
Elliott, Robert J.
24
Hainaut, Donatien
24
Asai, Manabu
22
Madan, Dilip B.
22
Račev, Svetlozar T.
22
Wallace, Stein W.
22
Wong, Wing Keung
21
Cui, Zhenyu
20
Wong, Hoi Ying
20
Maggioni, Francesca
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Chiarella, Carl
18
Shapiro, Alexander
18
Tauchen, George Eugene
18
Bayraktar, Erhan
17
Rossi, Roberto
17
Wang, Xingchun
17
Takahashi, Akihiko
16
Tarim, S. Armagan
16
Chan, Joshua
15
Eberlein, Ernst
15
Pichler, Alois
15
Post, Thierry
15
Ulmer, Marlin Wolf
15
Chang, Hsu-Ling
14
Grasselli, Martino
14
Jeanblanc, Monique
14
Kim, Young Shin
14
Runggaldier, Wolfgang J.
14
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
7
Journal of econometrics
6
Econometric reviews
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of economics and finance
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Finance and stochastics
1
Games and economic behavior
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Quantitative finance
1
The econometrics journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
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
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:
5
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:
6
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
7
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:
8
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:
9
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
10
Ultra-fast pricing barrier options and CDSs
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734044
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->