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Mu, Xiaosheng; Pomatto, Luciano; Strack, Philipp; … - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 4, pp. 995-1031

Persistent link: https://www.econbiz.de/10015048010

Bayesian representation of stochastic processes under learning : de Finetti revisited

Jackson, Matthew O.; Kalai, Ehud; Smorodinsky, Rann - 1998 - Rev

Persistent link: https://www.econbiz.de/10000168280

A minimality property of the minimal martingale measure

Schweizer, Martin - 1998

Persistent link: https://www.econbiz.de/10000168634

Reversibility and stochastic networks

Kelly, F. P. - 1979

Persistent link: https://www.econbiz.de/10000005306

A tale of two debt crises : a stochastic optimal control analysis

Stein, Jerome L. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003641668

Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS ; [Bachelor geeignet!]

Eckstein, Peter P. - 2008 - 1. Aufl.

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Applied probability and stochastic processes

Feldman, Richard M.; Valdez-Flores, Ciriaco - 2010 - 2. ed.

Persistent link: https://www.econbiz.de/10003879317

Event history analysis with Stata

Blossfeld, Hans-Peter (ed.); Golsch, Katrin (ed.); … - 2007

Persistent link: https://www.econbiz.de/10003427953

Statistik für Wirtschaftswissenschaftler : eine realdatenbasierte Einführung mit SPSS

Eckstein, Peter P. - 2010 - 2., aktualisierte und erw. Aufl.

Persistent link: https://www.econbiz.de/10003978923

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Stochastic Volatility (SV) models are widely used in financial applications. To decide whether standard parametric restrictions are justified for a given dataset, a statistical test is required. In this paper, we develop such a test based on the linear state space representation. We provide a...

Persistent link: https://www.econbiz.de/10009578026