//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Departamento de Estadistica, Universidad Carlos III de Madrid"
~institution:"Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Continuous time
2
Bayesian inference
1
Birth-death process
1
COGARCH
1
Continuous-time GARCH process
1
Counting Markov process
1
Data cloning
1
Econometrics
1
Econométrie
1
Environmental stochasticity
1
Finance Modèle risque
1
Finance Risk model
1
GARCH
1
Growth rate
1
Infinitesimal over-dispersion
1
Lévy process
1
MCMC algorithm
1
Méthode statistique
1
Sciences actuarielles
1
Simultaneous events
1
Statistical method
1
Taux croissance
1
Temps continu
1
continuous time
1
intertemporal prices
1
life-cycle
1
overlapping generations
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Language
All
Undetermined
3
English
1
Author
All
Augeraud-Véron, Emmanuelle
1
Bernal, M. T. Rodríguez
1
Biais, Bruno
1
Bretó, Carles
1
D'albis, Hippolyte
1
Ionides, Edward L.
1
Mariotti, Thomas
1
Marín, J. Miguel
1
Rochet, Jean-Charles
1
Romero, Eva
1
Villeneuve, Stéphane
1
more ...
less ...
Institution
All
Departamento de Estadistica, Universidad Carlos III de Madrid
Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
CESifo
11
EconWPA
8
HAL
8
School of Economics and Management, University of Aarhus
8
Cowles Foundation for Research in Economics, Yale University
7
C.E.P.R. Discussion Papers
6
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
5
Center for Financial Studies
4
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Økonomisk Institut, Københavns Universitet
4
Department of Economics, University of Pennsylvania
3
Economics Department, University of California-Santa Cruz (UCSC)
3
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
3
London School of Economics (LSE)
3
Society for Computational Economics - SCE
3
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Université Paris-Dauphine (Paris IX)
3
Volkswirtschaftslehre-Lehrstühle, Gutenberg School of Management and Economics
3
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Collegio Carlo Alberto, Università degli Studi di Torino
2
Department of Applied Economics, Utah State University
2
Department of Economics and Business, Universitat Pompeu Fabra
2
Department of Economics, Adam Smith Business School
2
Department of Economics, University of Birmingham
2
Dipartimento di Economia e Management, Università degli Studi di Pisa
2
Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche
2
East Asian Bureau of Economic Research (EABER)
2
Econometric Society
2
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
2
Finance Discipline Group, Business School
2
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
2
Institut für Makroökonomie und Konjunkturforschung (IMK), Hans Böckler Stiftung
2
Institut für Weltwirtschaft (IfW)
2
more ...
less ...
Published in...
All
Statistics and Econometrics Working Papers
2
Working Papers / Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA)
2
Source
All
RePEc
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Data cloning estimation of GARCH and COGARCH models
Marín, J. Miguel
;
Bernal, M. T. Rodríguez
;
Romero, Eva
-
Departamento de Estadistica, Universidad Carlos III de …
-
2013
discrete financial time series. In the last years,
continuous
time
models based on discrete GARCH models have been also …
Persistent link: https://www.econbiz.de/10010681694
Saved in:
2
Continuous-Time
Overlapping Generations Models
D'albis, Hippolyte
;
Augeraud-Véron, Emmanuelle
-
Département Sciences Sociales, Agriculture et …
-
2011
. This article uses the latest developments in
continuous
time
overlapping generations models to show the influence of the …
Persistent link: https://www.econbiz.de/10011149127
Saved in:
3
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
Bretó, Carles
;
Ionides, Edward L.
-
Departamento de Estadistica, Universidad Carlos III de …
-
2011
-dispersed using previously studied indices. Compound processes arise, for example, when introducing
continuous-time
white noise to the …
Persistent link: https://www.econbiz.de/10009149967
Saved in:
4
Large risks, limited liability, and dynamic moral hazard
Biais, Bruno
;
Mariotti, Thomas
;
Rochet, Jean-Charles
; …
-
Département Sciences Sociales, Agriculture et …
-
2010
We study a
continuous-time
principal-agent model in which a risk-neutral agent with limited liability must exert …
Persistent link: https://www.econbiz.de/10010944752
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->