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Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000953379
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Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Mathew, Thomas; Nordström, Kenneth - 1996
Persistent link: https://www.econbiz.de/10000954500
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On the time and direction of stochastic bifurcation
Burdzy, Krzysztof; Frankel, David M.; Pauzner, Ady - 1997
Persistent link: https://www.econbiz.de/10000965168
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Wechselkurszielzonen und Währungsbandbreiten
Scheunpflug, Isa - 1997
Persistent link: https://www.econbiz.de/10000965416
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Optimal myopic stopping times for Markov jump processes
Boshuizen, Frans A. - 1991
Persistent link: https://www.econbiz.de/10000842068
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000842147
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A stochastic method for characterizing groundwater contamination
McLaughlin, Dennis (contributor) - 1992
Persistent link: https://www.econbiz.de/10000843136
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Dynamic stochastic dominance in bandit decision problems
Magnac, Thierry; Robin, Jean-Marc - 1992
Persistent link: https://www.econbiz.de/10000845606
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Introduction to stochastic processes having equilibria as simple attractors : the Markov case
Granger, C. W. J. - 1986
Persistent link: https://www.econbiz.de/10000846388
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Approximate solutions for large-scale continuous-time stochastic manufacturing flow control problems
Van Delft, Christian - 1992
Persistent link: https://www.econbiz.de/10000849476