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Short-term probabilistic forecasting of wind speed using stochastic differential equations

Iversen, Emil B.; Morales, Juan M.; Møller, Jan K.; … - In: International journal of forecasting 32 (2016) 3, pp. 981-990

Persistent link: https://www.econbiz.de/10011621968

Probabilistic forecasts of wind power generation by stochastic differential equation models

Kloppenborg Møller, Jan; Zugno, Marco; Madsen, Henrik - In: Journal of forecasting 35 (2016) 3, pp. 189-205

Persistent link: https://www.econbiz.de/10011580264

Stochastic processes of limited frequency and the effects of oversampling

Pollock, David Stephen G. - 2017

Persistent link: https://www.econbiz.de/10011581636

A target zone model where the fundamentals follow a geometric Brownian motion

Cupidon, Jean René; Hyppolite, Judex - In: Journal of mathematical finance 6 (2016) 5, pp. 866-886

Persistent link: https://www.econbiz.de/10011657698

Kolmogorov backward equations with singular diffusion matrices

Singer, Hermann - 2019

Persistent link: https://www.econbiz.de/10012149431

Adaptive LASSO-type estimation for ergodic diffusion processes

Iacus, Stefano Maria; De Gregorio, Alessandro - 2010

Persistent link: https://www.econbiz.de/10011752309

A new S.D.E. and instantaneous mean reversion rate formula (presented via a numerical empirical model comparison)

Rabinovitz, Yedidya - In: International journal of financial engineering 4 (2017) 2/3, pp. 1-22

Persistent link: https://www.econbiz.de/10011778269

Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes

Krasin, Vladislav Y.; Smirnov, Ivan; Melʹnikov, … - In: Annals of finance 14 (2018) 2, pp. 195-209

Persistent link: https://www.econbiz.de/10011945591

Kernel convergence estimates for diffusions with continuous coefficients

Albanese, Claudio - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 979-1004

Persistent link: https://www.econbiz.de/10009407684

Studying international spillovers in a New Keynesian continuous time framework with financial markets

Hayo, Bernd; Niehof, Britta - 2013 - This version September 10, 2013

In light of the recent financial and real economic crisis, it seems clear that macroeconomists need to better account for the influence of financial markets. This paper explores the consequences of treating the interaction between different financial markets, monetary policy, and the real...

Persistent link: https://www.econbiz.de/10010126892