77 Treffer für Schlagwort = "Prozess"

• Estimation of the bispectrum for locally stationary processes Paparoditis, Efstathios ; Preuß, Philip [Dortmund] : SFB 823, December 6, 2013

• Existence of arrow-debreu equilibrium with generalized stochastic differential utility Beißner, Patrick Bielefeld : IMW, Bielefeld University, April 2011

• A feasible approach to incorporate information in higher moments in structural vector autoregressions Keweloh, Sascha Alexander [Dortmund] : SFB 823, 2021

• Financial markets with volatility uncertainty Vorbrink, Jörg Bielefeld : IMW, Bielefeld University, November 2010

• Generalized Kuhn-Tucker conditions for N-Firm stochastic irreversible investment under limited resources Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank Bielefeld : IMW, Bielefeld University, March 2012

• Do individual index futures investors destabilize the underlying spot market? Bohl, Martin T. ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2009

• Inference on the Lévy measure in case of noisy observations Vetter, Mathias [Dortmund] : SFB 823, April 16, 2013

• The internationalisation of higher education perspectives from the THEA Ukraine Project and beyond Pistor, Petra (Hrsg.) Münster : FH Münster, [2021]

• A law of large numbers for the power variation of fractional Lévy processes Glaser, Sven [Dortmund] : SFB 823, 2013

• Limit theorems for locally stationary processes Kawka, Rafael Dortmund : Universitätsbibliothek Dortmund, [May 2019]

• Linear hyperfinite Lévy integrals Herzberg, Frederik Bielefeld : IMW, Bielefeld University, Juni 2008

• Locally stationary multiplicative volatility modelling Walsh, Christopher ; Vogt, Michael [Dortmund] : SFB 823, 2021

• Long memory conditional heteroscedasticity in count data Segnon, Mawuli ; Stapper, Manuel Münster : Center for Quantitative Economics, 2019

• Low-frequency estimation of continuous-time moving average Lévy processes Belomestny, Denis ; Panov, Vladimir ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, August 9, 2016

• Managing change at universities Antia, Bassey E. (Hrsg.) ; Mayer, Peter (Hrsg.) ; Wilde, Marc (Hrsg.) Bielefeld : wbv Media, 2019-

• Markov-switching GARCH models in finance a unifying framework with an application to the German stock market Reher, Gerrit ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2011

• Measuring stationarity in long-memory processes Sen, Kemal ; Preuß, Philip ; Dette, Holger [Dortmund] : SFB 823, 2013

• La migración como Proceso el concepto de temporalidad en blogs de migrantes latinoamericanos a Quebec Frank-Job, Barbara ; Crespo Ruiz, Alba Bielefeld : Kipu-Verlag, 2020

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland [Dortmund] : SFB 823, 2013

• Are multifractal processes suited to forecasting electricity price volatility? evidence from Australian intraday data Segnon, Mawuli ; Lau, Chi Keung ; Wilfling, Bernd ; Gupta, Rangan Münster : Center for Quantitative Economics, 2017