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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
157
Theory
157
China
142
Estimation theory
48
Schätztheorie
48
Estimation
43
Schätzung
42
Panel
40
Panel study
40
Stochastic process
40
Time series analysis
40
Zeitreihenanalyse
40
Volatility
37
Volatilität
37
Börsenkurs
30
Share price
30
Insolvency
29
Insolvenz
29
Capital income
28
Kapitaleinkommen
28
Bayesian inference
25
Innovation
25
Räumliche Interaktion
25
Spatial interaction
25
Bayes-Statistik
24
Führungskräfte
23
Managers
23
USA
23
United States
23
Productivity
22
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
Forecasting model
20
Prognoseverfahren
20
Produktivität
19
Anlageverhalten
18
Behavioural finance
18
Bubbles
18
Corporate Governance
18
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Free
10
Undetermined
9
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Article
23
Book / Working Paper
17
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Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
40
Author
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Yu, Jun
35
Phillips, Peter C. B.
7
Meyer, Renate
5
Wang, Wei
5
Wang, Xiaohu
4
Knight, John L.
3
Zhang, Chen
3
Berg, Andreas
2
Shi, Shuping
2
Tse, Yiu Kuen
2
Xiao, Weilin
2
Yang, Zhenlin
2
Zhang, Xibin
2
Ahmed, Shabbir
1
Asai, Manabu
1
Bao, Yong
1
Chen, Han
1
Chen, Jingxu
1
Ding, Hongwei
1
Fei, Yijie
1
Fulop, Andras
1
Li, Junye
1
Li, Yong
1
Liu, Hongbo
1
Liu, Zhiyuan
1
Mariano, Roberto S.
1
McAleer, Michael
1
Qian, Linyi
1
Qu, Xiaobo
1
Satchell, Stephen
1
Tang, Yincai
1
Tao, Yubo
1
Ullah, Aman
1
Wang, Rongming
1
Wang, Shuaian
1
Wang, XiaoHu
1
Wang, Yun
1
Xiao, Zhijie
1
Yao, Tao
1
Zhang, Bo
1
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
8
Journal of econometrics
6
Econometric reviews
4
Working paper
4
Global COE Hi-Stat discussion paper series
2
Transportation research / E : an international journal
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Annals of economics and finance
1
Cowles Foundation discussion paper
1
Econometric theory
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Essays in honor of Joon Y. Park : econometric theory
1
Handbook of financial time series
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
Operations research letters
1
The econometrics journal
1
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ECONIS (ZBW)
40
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1
A sampling-based stochastic winner determination model for truckload service procurement
Zhang, Bo
;
Ding, Hongwei
;
Liu, Hongbo
;
Wang, Wei
;
Yao, Tao
- In:
Networks and spatial economics : a journal of …
14
(
2014
)
2
,
pp. 159-181
Persistent link: https://www.econbiz.de/10011308782
Saved in:
2
EMS location-allocation problem under uncertainties
Wang, Wei
;
Wang, Shuaian
;
Zhen, Lu
;
Qu, Xiaobo
- In:
Transportation research / E : an international journal
168
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013535802
Saved in:
3
Valuation of equity-indexed annuity under stochastic mortality and interest rate
Qian, Linyi
;
Wang, Wei
;
Wang, Rongming
;
Tang, Yincai
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 123-129
Persistent link: https://www.econbiz.de/10008654268
Saved in:
4
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
5
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
6
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
7
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
8
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
9
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
Saved in:
10
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras
;
Li, Junye
;
Yu, Jun
-
2012
Persistent link: https://www.econbiz.de/10010202344
Saved in:
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