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~person:"Levendorskij, Sergej Z."
~person:"Yu, Jun"
~subject:"Theory"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Stochastic process"
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Theory
Stochastic process
18
Stochastischer Prozess
18
Theorie
15
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10
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10
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4
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4
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Levendorskij, Sergej Z.
Yu, Jun
Koopman, Siem Jan
26
Phillips, Peter C. B.
26
Kohlmann, Michael
18
Küchler, Uwe
18
Linton, Oliver
16
Platen, Eckhard
15
Chiarella, Carl
14
Kleijnen, Jack P. C.
13
Bos, Charles S.
12
Gil-Alaña, Luis A.
12
Lucas, André
12
Lux, Thomas
12
McAleer, Michael
12
Whang, Yoon-jae
12
Barndorff-Nielsen, Ole E.
11
Härdle, Wolfgang
11
Alvarez, Luis H. R.
10
Föllmer, Hans
10
Kilian, Lutz
10
Koskela, Erkki
10
Mumtaz, Haroon
10
Podolskij, Mark
10
Shephard, Neil G.
10
Clark, Todd E.
9
Gao, Jiti
9
Marcellino, Massimiliano
9
Inderfurth, Karl
8
Martin, Gael M.
8
Robinson, Peter M.
8
Wälde, Klaus
8
Chan, Joshua
7
Lüders, Erik
7
Riedel, Frank
7
Rubio-Ramírez, Juan Francisco
7
Tang, Shanjian
7
Tsetlin, Ilia
7
Asai, Manabu
6
Bank, Peter
6
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6
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Global COE Hi-Stat discussion paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
15
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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
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
4
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
5
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:
6
A class of nonlinear stochastic volatility models
Yu, Jun
;
Yang, Zhenlin
-
2002
Persistent link: https://www.econbiz.de/10001677963
Saved in:
7
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:
8
A class of nonlinear stochastic volatility models and its implications on pricing currency options
Yu, Jun
;
Yang, Zhenlin
;
Zhang, Xibin
-
2002
Persistent link: https://www.econbiz.de/10001722373
Saved in:
9
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722409
Saved in:
10
BUGS for a Bayesian analysis of stochastic volatility models
Meyer, Renate
;
Yu, Jun
-
2000
Persistent link: https://www.econbiz.de/10001513469
Saved in:
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