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Search: subject:"Continuous Time"
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Time series analysis
Theorie
215
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195
continuous time
114
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102
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93
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86
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66
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Chambers, Marcus J.
7
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4
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4
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4
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2
Gough, O.
2
Gough, Orla
2
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2
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2
Lu, Ye
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Journal of econometrics
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ECONIS (ZBW)
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31
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
32
Characterization of stationary preferences in a
continuous
time
framework
Hara, Kazuhiro
- In:
Journal of mathematical economics
63
(
2016
),
pp. 34-43
Persistent link: https://www.econbiz.de/10011665044
Saved in:
33
Double asymptotics for explosive
continuous
time
models
Wang, XiaoHu
;
Yu, Jun
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 35-53
Persistent link: https://www.econbiz.de/10011704761
Saved in:
34
The estimation of
continuous
time
models with mixed frequency data
Chambers, Marcus J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 390-404
Persistent link: https://www.econbiz.de/10011704956
Saved in:
35
On the asymptotic properties of a feasible estimator of the
continuous
time
long memory parameter
Ercolani, Joanne S.
-
2010
Persistent link: https://www.econbiz.de/10009374216
Saved in:
36
The Tobin tax in a
continuous-time
non-linear dynamic model of the exchange rate
Gandolfo, Giancarlo
- In:
Cambridge journal of economics
39
(
2015
)
6
,
pp. 1629-1643
Persistent link: https://www.econbiz.de/10011416029
Saved in:
37
Prediction of Lévy-driven CARMA processes
Brockwell, Peter J.
;
Lindner, Alexander
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 263-271
Persistent link: https://www.econbiz.de/10011504524
Saved in:
38
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
39
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
40
Time series models for credit default swap premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
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