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Browsing by Subject Stochastischer Prozess

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Showing results 1 to 20 of 25  next >
Issue DateTitleAuthor(s)
16-Oct-2013A Data-Reconstructed Fractional Volatility Model-
16-Oct-2013An estimated DSGE model for the German economy within the euro area-
16-Oct-2013Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form-
16-Oct-2013Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment-
16-Oct-2013Detecting multi-fractal properties in asset returns : the failure of the scaling estimator-
16-Oct-2013Does risk aversion accelerate optimal forest rotation under uncertainty?-
16-Oct-2013Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU Data-
16-Oct-2013Fiscal rules and monetary policy in a dynamic stochastic general equilibrium model-
16-Oct-2013Heterogeneity within communities : a stochastic model with tenure choice-
16-Oct-2013"Ito's Lemma" and the Bellman equation for poisson processes : an applied view-
16-Oct-2013Learning, structural instability and present value calculations-
16-Oct-2013Learning, structural instability and present value calculations-
16-Oct-2013Modelling dynamic portfolio risk using risk drivers of elliptical processes-
16-Oct-2013Multi-fractal processes as models for financial returns : a first assessment-
16-Oct-2013Noise Traders? Trigger Rates, FX Options, and Smiles-
16-Oct-2013On rational bubbles and fat tails-
16-Oct-2013On rational bubbles and fat tails-
16-Oct-2013Optimal debt and equilibrium exchange rates in a stochastic environment : an overview-
16-Oct-2013Optimal harvesting under resource stock and price uncertainty-
16-Oct-2013Panel estimation of state dependent adjustment when the target is unobserved-
Showing results 1 to 20 of 25  next >