Stochastic Processes and Calculus - Springer Texts in Business and Economics
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Published By Springer International Publishing

9783319234274, 9783319234281

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Wiener Processes (WP)

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_7 ◽

2016 ◽

pp. 151-177

Author(s):

Uwe Hassler

Keyword(s):

Wiener Processes

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Processes with Autoregressive Conditional Heteroskedasticity (ARCH)

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_6 ◽

2016 ◽

pp. 127-148

Author(s):

Uwe Hassler

Keyword(s):

Conditional Heteroskedasticity ◽

Autoregressive Conditional Heteroskedasticity

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Autoregressive Moving Average Processes (ARMA)

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_3 ◽

2016 ◽

pp. 45-75

Author(s):

Uwe Hassler

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Moving Average Processes

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Basic Concepts from Probability Theory

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_2 ◽

2016 ◽

pp. 13-43

Author(s):

Uwe Hassler

Keyword(s):

Probability Theory ◽

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Asymptotics of Integrated Processes

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_14 ◽

2016 ◽

pp. 303-330

Author(s):

Uwe Hassler

Keyword(s):

Integrated Processes

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Interest Rate Models

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_13 ◽

2016 ◽

pp. 285-302

Author(s):

Uwe Hassler

Keyword(s):

Interest Rate ◽

Interest Rate Models

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Ito Integrals

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_10 ◽

2016 ◽

pp. 213-237

Author(s):

Uwe Hassler

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Introduction

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_1 ◽

2016 ◽

pp. 1-10 ◽

Author(s):

Uwe Hassler

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Spectra of Stationary Processes

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_4 ◽

2016 ◽

pp. 77-101

Author(s):

Uwe Hassler

Keyword(s):

Stationary Processes

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Cointegration Analysis

Stochastic Processes and Calculus - Springer Texts in Business and Economics ◽

10.1007/978-3-319-23428-1_16 ◽

2016 ◽

pp. 353-382

Author(s):

Uwe Hassler

Keyword(s):

Cointegration Analysis

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