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Stochastic process
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Phillips, Peter C. B.
74
Koopman, Siem Jan
57
McAleer, Michael
46
Sethi, Suresh
42
Escudero, Laureano F.
39
Yu, Jun
37
Barndorff-Nielsen, Ole E.
34
Gao, Jiti
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Platen, Eckhard
33
Post, Thierry
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Asai, Manabu
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Chan, Joshua
28
Chiarella, Carl
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Todorov, Viktor
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Gendreau, Michel
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Gil-Alaña, Luis A.
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Linton, Oliver
25
Benth, Fred Espen
23
Shephard, Neil G.
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Zhang, Qing
23
Kleijnen, Jack P. C.
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Inderfurth, Karl
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Kohlmann, Michael
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Lucas, André
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Tauchen, George Eugene
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Clark, Todd E.
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Küchler, Uwe
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Takahashi, Akihiko
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Batabyal, Amitrajeet A.
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Mumtaz, Haroon
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Taylor, Robert
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Tsionas, Efthymios G.
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Whang, Yoon-jae
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Arvanitis, Stelios
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Lieberman, Offer
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Wirjanto, Tony S.
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Blasques, Francisco
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Garín, María Araceli
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Podolskij, Mark
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Renault, Eric
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Erasmus Research Institute of Management
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
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Springer-Verlag GmbH
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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European University Institute / Department of Law
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Kansantaloustieteen Laitos <Helsinki>
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London School of Economics and Political Science
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School of Economics and Finance <Brisbane>
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Center for Economic Research <Tilburg>
1
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1
Centro Internazionale Matematico Estivo
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European journal of operational research : EJOR
470
Journal of econometrics
168
Insurance / Mathematics & economics
162
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Finance and stochastics
135
International journal of production research
132
Operations research
130
International journal of theoretical and applied finance
123
Operations research letters
108
Mathematics of operations research
95
Discussion paper / Tinbergen Institute
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
84
International journal of production economics
76
Journal of economic dynamics & control
76
Econometric reviews
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Risks : open access journal
70
INFORMS journal on computing : JOC
67
Quantitative finance
65
Economics letters
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
56
Economic modelling
56
Econometric theory
55
Journal of economic theory
55
Computational Management Science : CMS
54
Computational economics
54
Discussion papers of interdisciplinary research project 373
54
Transportation research / E : an international journal
52
Mathematical methods of operations research
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
CREATES research paper
48
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Working paper
45
SFB 649 discussion paper
44
Omega : the international journal of management science
41
Energy economics
40
NBER Working Paper
40
Cowles Foundation discussion paper
39
IMA journal of management mathematics
38
NBER working paper series
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ECONIS (ZBW)
10,415
RePEc
1
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1
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
2
Delay estimation for some stationary diffusion-type processes
Küchler, Uwe
;
Kutoyants, Yu. A.
-
1998
Persistent link: https://www.econbiz.de/10000992277
Saved in:
3
On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
1998
Persistent link: https://www.econbiz.de/10000998119
Saved in:
4
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
6
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
7
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:
8
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
9
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
10
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
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