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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
64
Theory
63
Time series analysis
54
Zeitreihenanalyse
54
Forecasting model
53
Prognoseverfahren
53
Brazil
44
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40
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40
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37
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37
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36
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33
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33
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31
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31
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25
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24
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21
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16
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16
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16
Modellierung
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Scientific modelling
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Cointegration
13
Kointegration
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
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forecasting
11
Aktienindex
10
Stochastic process
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English
10
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Fernandes, Marcelo
7
Medeiros, Marcelo C.
4
Asai, Manabu
3
McAleer, Michael
3
Grammig, Joachim
2
Araújo, Fabio
1
Dias, Gustavo Fruet
1
Ferreira Vieira Filho, Jose Gil
1
Issler, João Victor
1
Néri, Breno de Andrade Pinheiro
1
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1
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Econometric reviews
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
EUI working paper / ECO
1
Econometric Institute research papers
1
Ensaios econômicos
1
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ECONIS (ZBW)
10
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1
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
2
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
3
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
4
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
5
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
6
Estimating the stochastic discount factor without a utility function
Araújo, Fabio
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002751084
Saved in:
7
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
8
Non-parametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
-
2000
Persistent link: https://www.econbiz.de/10001480448
Saved in:
9
Price discovery in a continuous-time setting
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
Saved in:
10
The efficiency of risk sharing between UK and US : robust estimation and calibration under market incompleteness
Fernandes, Marcelo
;
Ferreira Vieira Filho, Jose Gil
- In:
Brazilian review of econometrics : BRE ; the review of …
39
(
2019
)
2
,
pp. 303-326
Persistent link: https://www.econbiz.de/10012211815
Saved in:
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