77 Treffer für Schlagwort = "Prozess"

• Spatial dependence in stock returns - local normalization and VaR forecasts Schmitt, Thilo A. ; Schäfer, Rudi ; Wied, Dominik ; Guhr, Thomas [Dortmund] : SFB 823, 2013

• Spot market volatility and futures trading the pitfalls of using a dummy variable approach Bohl, Martin T. ; Diesteldorf, Jeanne ; Salm, Christian ; Wilfling, Bernd Münster : Center for Quantitative Economics, 2014

• Stable limit theorem for U-statistic processes indexed by a random walk Franke, Brice ; Wendler, Martin [Dortmund] : SFB 823, [2012]

• Statistical skorohod embedding problem and its generalizations Belomestny, Denis ; Schoenmakers, John Dortmund : Universitätsbibliothek Dortmund, September 4, 2014

• Stock return seasonalities and investor structure evidence from China´s B-Share markets Bohl, Martin T. ; Schuppli, Michael ; Siklos, Pierre L. Münster : Center for Quantitative Economics, 2009

• Structural change and spurious persistence in stochastic volatility Krämer, Walter ; Messow, Philip [Dortmund] : SFB 823, 2011

• Subsampling for general statistics under long range dependence Betken, Annika ; Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, September 18, 2015

• Testing for change in stochastic volatility with long range dependence Betken, Annika ; Kulik, Rafal Dortmund : Universitätsbibliothek Dortmund, November 6, 2016

• Testing for structural breaks in correlation: Does it improve value-at-risk forecasting? Berens, Tobias ; Weiß, Gregor ; Wied, Dominik [Dortmund] : SFB 823, 2013

• Testing semiparametric hypotheses in locally stationary processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011

• Tests based on simplicial depth for AR (1) models with explosion Leucht, Anne ; Kustosz, Christoph ; Müller, Christine H. Dortmund : Universitätsbibliothek Dortmund, October 7, 2014

• Trimmed likelihood estimators for stochastic differential equations with an application to crack growth analysis from photos Müller, Christine H. ; Meinke, Stefan DortmundUniversitätsbibliothek Dortmund : Dortmund, [2016]

• Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions Koch, Torben Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2019

• Volatility transmission in overlapping trading zones Masuhr, Andreas Münster : Center for Quantitative Economics, 2017

• Die Wahrnehmung des Bologna-Prozesses durch Professorinnen und Professoren methodische Reflexfionen Brändle, Tobias ; Wendt, Björn April 2012, Münster, 2012

• Wasserstein perturbations of Markovian transition semigroups Fuhrmann, Sven ; Kupper, Michael ; Nendel, Max Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2021

• Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itos semimartingale Hoffmann, Michael ; Vetter, Mathias Dortmund : Universitätsbibliothek Dortmund, June 24, 2015