//--> //--> //--> //-->
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
~person:"Andersen, Torben G."
~person:"Trimborn, Timo"
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
realized volatility
11
jumps
9
high-frequency data
8
Continuous-time DSGE
6
Waveform Relaxation
6
quadratic variation
6
volatility forecasting
6
Continuous-time methods
5
HAR-RV model
5
Poisson uncertainty
5
bi-power variation
5
CAPM
4
asset pricing
4
continuous-time methods
4
equity betas
4
long memory
4
nonlinear fractional cointegration
4
Algorithmus
3
Dynamisches Gleichgewicht
3
Kontrolltheorie
3
Optimal stochastic control
3
Stochastischer Prozess
3
continuous-time models
3
financial-time sampling
3
leverage and volatility feedback effects
3
mixture-of-distributions hypothesis
3
quadratic variation and covariation
3
realized volatilities
3
volatility signature plots
3
Capital Asset Pricing Model
2
Theorie
2
Transitional dynamics
2
anticipated shocks
2
continuous-time DSGE
2
continuous-time optimization
2
numerical solution
2
return distributions
2
waveform relaxation
2
Aktienmarkt
1
Algorithm
1
more ...
less ...
Online availability
All
Free
20
Undetermined
3
Type of publication
All
Book / Working Paper
23
Article
4
Type of publication (narrower categories)
All
Working Paper
6
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
17
Undetermined
10
Author
All
Andersen, Torben G.
Trimborn, Timo
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Bollerslev, Tim
14
Oprea, Ryan
14
Riedel, Frank
14
Scalas, Enrico
12
Nuño, Galo
11
Steg, Jan-Henrik
10
Diebold, Francis X.
9
Federici, Daniela
9
Flaschel, Peter
9
Gandolfo, Giancarlo
8
Guo, Xianping
8
Parra-Alvarez, Juan Carlos
8
Prieto-Rumeau, Tomás
8
Bayer, Christian
7
Behringer, Stefan
7
Benndorf, Volker
7
Chambers, Marcus J.
7
Ebina, Takeshi
7
Hong, Yongmiao
7
Maggi, Bernardo
7
McAleer, Michael
7
Park, Joon Y.
7
Szydlowski, Martin
7
Yu, Jun
7
Benth, Fred Espen
6
Cui, Zhenyu
6
Fabbri, Giorgio
6
Folmer, Henk
6
Franke, Reiner
6
Hernández-Lerma, Onésimo
6
Herzberg, Frederik
6
Kleinow, Torsten
6
Matsushima, Noriaki
6
Nijkamp, Peter
6
Patuelli, Roberto
6
more ...
less ...
Institution
All
Center for Financial Studies
4
School of Economics and Management, University of Aarhus
4
CESifo
2
Department of Economics, University of Pennsylvania
2
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
2
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Economics Department, Queen's University
1
Institut for Miljø og Erhvervsøkonomi, Syddansk Universitet
1
more ...
less ...
Published in...
All
CFS Working Paper Series
4
CREATES Research Papers
3
CESifo Working Paper Series
2
CFS Working Paper
2
Diskussionsbeitrag
2
Hannover Economic Papers (HEP)
2
PIER Working Paper Archive
2
CESifo Working Paper
1
CIRANO Working Papers
1
DEGIT Conference Papers
1
Economics Letters
1
Economics Working Papers / School of Economics and Management, University of Aarhus
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Queen's Economics Department Working Paper
1
Working Papers / Economics Department, Queen's University
1
more ...
less ...
Source
All
RePEc
19
EconStor
6
ECONIS (ZBW)
2
Showing
1
-
10
of
27
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the analysis of endogenous growth models with a balanced growth path
Trimborn, Timo
- In:
Journal of mathematical economics
79
(
2018
),
pp. 40-50
Persistent link: https://www.econbiz.de/10012105590
Saved in:
2
Numerical Solution of Dynamic Equilibrium Models under Poisson Uncertainty
Posch, Olaf
;
Trimborn, Timo
-
CESifo
-
2011
We propose a simple and powerful numerical algorithm to compute the transition process in
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10009020787
Saved in:
3
Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
2011
We propose a simple and powerful numerical algorithm to compute the transition process in
continuous-time
dynamic …
Persistent link: https://www.econbiz.de/10010274762
Saved in:
4
Numerical solution of
continuous-time
DSGE models under poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10010270397
Saved in:
5
Numerical solution of
continuous-time
DSGE models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
School of Economics and Management, University of Aarhus
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10008568142
Saved in:
6
Numerical solution of
continuous-time
DSGE models under Poisson uncertainty
Posch, Olaf
;
Trimborn, Timo
-
Wirtschaftswissenschaftliche Fakultät, Leibniz …
-
2010
We propose a simple and powerful method for determining the transition process in
continuous-time
DSGE models under …
Persistent link: https://www.econbiz.de/10008544182
Saved in:
7
Realized Volatility and Multipower Variation
Andersen, Torben G.
;
Todorov, Viktor
-
School of Economics and Management, University of Aarhus
-
2009
This paper reviews basic notions of return variation in the context of a
continuous-time
arbitrage-free asset pricing …
Persistent link: https://www.econbiz.de/10008577800
Saved in:
8
Continuous-time
models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
2008
context of the
continuous-time
jump diffusion models traditionally used in asset pricing finance. Our approach builds directly … specification of empirically more realistic
continuous-time
asset pricing models. On applying the tests to the thirty individual …
Persistent link: https://www.econbiz.de/10010290422
Saved in:
9
Continuous-Time
Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
Economics Department, Queen's University
-
2008
context of the
continuous-time
jump diffusion models traditionally used in asset pricing finance. Our approach builds directly … specification of empirically more realistic
continuous-time
asset pricing models. On applying the tests to the thirty individual …
Persistent link: https://www.econbiz.de/10005688350
Saved in:
10
Anticipated Shocks in
Continuous-time
Optimization Models: Theoretical Investigation and Numerical Solution
Trimborn, Timo
-
2007
We derive the well-known continuity principle for adjoint variables for preannounced or anticipated changes in parameters for continuoustime, infinite-horizon, perfect foresight optimization models. For easy and intuitive numerical computation of the resulting multi point boundary value problem...
Persistent link: https://www.econbiz.de/10010262977
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->