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~person:"Levendorskij, Sergej Z."
~person:"Yu, Jun"
~subject:"Theory"
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Search: subject_exact:"Stochastic process"
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Stochastischer Prozess
57
Stochastic process
54
Theorie
34
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23
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23
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17
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17
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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
Gendreau, Michel
24
Zhang, Qing
23
Chan, Joshua
22
Linton, Oliver
22
Gao, Jiti
21
Inderfurth, Karl
21
Kohlmann, Michael
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Kleijnen, Jack P. C.
20
Asai, Manabu
19
Batabyal, Amitrajeet A.
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Whang, Yoon-jae
19
Benth, Fred Espen
18
Clark, Todd E.
18
Küchler, Uwe
18
Taylor, Robert
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Garín, María Araceli
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Shephard, Neil G.
17
Wirjanto, Tony S.
17
Föllmer, Hans
16
Kraft, Holger
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Maggioni, Francesca
16
Mumtaz, Haroon
16
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16
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15
Escobar, Marcos
15
Kilian, Lutz
15
Pérez, Gloría
15
Shapiro, Alexander
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Siu, Tak Kuen
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ECONIS (ZBW)
34
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31
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:
32
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:
33
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:
34
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
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