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~subject:"Estimation theory"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Continuous Time"
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Estimation theory
Theorie
145
Theory
145
Stochastic process
73
Stochastischer Prozess
73
Markov chain
55
Markov-Kette
55
Continuous time
48
Game theory
47
Spieltheorie
47
Time series analysis
34
Zeitreihenanalyse
34
Option pricing theory
31
Optionspreistheorie
31
Portfolio selection
30
Portfolio-Management
30
Volatility
27
Volatilität
27
Mathematical programming
25
Mathematische Optimierung
25
continuous time
23
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21
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19
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18
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14
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13
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12
Zinsstruktur
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Control theory
11
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10
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Aufsatz in Zeitschrift
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21
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10
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9
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English
21
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Chambers, Marcus J.
2
Gough, O.
2
Nowman, Kalid Ben
2
Park, Joon Y.
2
Van Dellen, S.
2
Arcidiacono, Peter
1
Bayer, Patrick J.
1
Blevins, Jason R.
1
Choi, Seungmoon
1
Creel, Michael D.
1
Ellickson, Paul B.
1
González Olivares, Daniel
1
Guizar, Isai
1
Hou, Weijie
1
Kim, Jihyun
1
Kristensen, Dennis
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Li, Fuchun
1
Li, Minqiang
1
Lu, Ye
1
Lui, Yiu Lim
1
Magnus, Jan R.
1
Pellatt, Daniel F.
1
Pijls, Henk G. J.
1
Sentana, Enrique
1
Song, Yuping
1
Sun, Yixiao
1
Taub, Bart
1
Thornton, Michael A.
1
Tunaru, Diana
1
Xiao, Weilin
1
Yan, Tianshun
1
Yu, Jun
1
Zhang, Liping
1
Zhou, Shengyi
1
Zoubi, Haitham al-
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Journal of econometrics
4
Journal of empirical finance
4
The empirical economics letters : a monthly international journal of economics
2
Asia-Pacific financial markets
1
Economic theory bulletin
1
Han gug gae bal yeon gu
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Portuguese economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economic studies
1
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ECONIS (ZBW)
21
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
The grid bootstrap for
continuous
time
models
Lui, Yiu Lim
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1390-1402
Persistent link: https://www.econbiz.de/10013539532
Saved in:
3
Testing for the diffusion matrix in a
continuous-time
markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
4
Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel
;
Guizar, Isai
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
Saved in:
5
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
6
A comparative study of several bootstrap-based tests for the volatility in
continuous-time
diffusion models
Yan, Tianshun
;
Zhang, Liping
- In:
Portuguese economic journal
19
(
2020
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Saved in:
7
Economic and financial modeling techniques in the frequency domain
Taub, Bart
- In:
Economic theory bulletin
7
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012108598
Saved in:
8
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
9
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
10
Estimation of longrun variance of
continuous
time
stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
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