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- Grégoire Loeper (section Research outcomes over time)for nonlinear diffusions 2023-06-23 Paper Filtering time-dependent covariance matrices using time-independent eigenvalues 2023-03-07 Paper A \(\mathbb{C}^{0...10 bytes (16 words) - 00:59, 11 December 2023
- Helmut Herwartz (section Research outcomes over time)to Time Series Prediction 2018-10-11 Paper A powerful wild bootstrap diagnosis of panel unit roots under linear trends and time-varying volatility 2018-02-07...10 bytes (16 words) - 00:40, 10 December 2023
- Sílvia Gonçalves (section Research outcomes over time)PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE 2017-09-15 Paper Bootstrapping realized multivariate volatility measures 2017-05-12 Paper...10 bytes (17 words) - 01:53, 10 December 2023
- 2006-08-28 Paper Time reversal detection in one-dimensional random media 2006-07-13 Paper Robustness of time reversal for waves in time-dependent random media...10 bytes (19 words) - 00:59, 11 December 2023
- Yu-lian Fan (section Research outcomes over time)design under belief-dependent utility and ambiguity 2024-01-10 Paper Path-dependent dynamic programming principles and related path-dependent PDEs under $\bm{G}$-expectation...10 bytes (17 words) - 02:02, 13 December 2023
- Philippe Soulier (section Research outcomes over time)process and tail measure of continuous time regularly varying stochastic processes 2022-04-04 Paper Heavy-Tailed Time Series 2020-05-18 Paper Statistical...10 bytes (17 words) - 18:19, 8 December 2023
- Donald L. McLeish (section Research outcomes over time)bias 2019-03-27 Paper ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS 2017-03-13 Paper Algorithms for Finding...10 bytes (18 words) - 00:21, 12 December 2023
- M. Shelton Peiris (section Research outcomes over time)correlation in panel time series data 2008-11-25 Paper Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications...10 bytes (18 words) - 22:25, 8 December 2023
- Josep Vives (section Research outcomes over time)short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility 2007-12-16 Paper Renormalization Of The Local Time For...10 bytes (17 words) - 02:31, 10 December 2023
- Eric Soccorsi (section Research outcomes over time)reconstruction of the volatility in a regime-switching local-volatility model 2020-04-29 Paper Initial-boundary value problem for distributed order time-fractional...10 bytes (16 words) - 20:38, 9 December 2023
- for the all-time maximum of α-stable random walks 2016-11-01 Paper Forecasting realized volatility using a long-memory stochastic volatility model: estimation...10 bytes (18 words) - 22:12, 10 December 2023
- Jan Beran (section Research outcomes over time)aggregation of strongly dependent time series 2020-11-30 Paper Estimating the Mean Direction of Strongly Dependent Circular Time Series 2020-05-27 Paper...10 bytes (16 words) - 09:31, 9 December 2023
- Liudas Giraitis (section Research outcomes over time)Type Estimation on unevenly spaced time series 2023-08-24 Paper Choosing between persistent and stationary volatility 2023-01-12 Paper ROBUST TESTS FOR...10 bytes (17 words) - 18:20, 8 December 2023
- Oliver Pfaffel (section Research outcomes over time)Stochastic Volatility Models of OU Type 2013-01-25 Paper On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns...10 bytes (16 words) - 20:02, 9 December 2023
- Simone Giannerini (section Research outcomes over time)models with stochastic volatility for repeated cross-sections: an application to tribal art prices 2017-09-18 Paper Clustering dependent observations with copula...10 bytes (16 words) - 08:19, 9 December 2023
- with heteroskedastic and dependent error 2021-10-26 Paper Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions...10 bytes (18 words) - 20:37, 8 December 2023
- Eun-Ju Hwang (section Research outcomes over time)cross-sectionally dependent panels 2017-12-01 Paper A CUSUM test for panel mean change detection 2017-02-09 Paper Dynamic behavior of volatility in a nonstationary...10 bytes (17 words) - 01:36, 10 December 2023
- Indranil SenGupta (section Research outcomes over time)models with transaction costs and stochastic volatility 2019-02-06 Paper GENERALIZED BN–S STOCHASTIC VOLATILITY MODEL FOR OPTION PRICING 2016-04-14 Paper...10 bytes (16 words) - 20:25, 11 December 2023
- Xiaohong Chen (section Research outcomes over time)for moment restrictions with dependent data 2015-05-06 Paper Sieve inference on possibly misspecified semi-nonparametric time series models 2014-08-07 Paper...10 bytes (18 words) - 02:06, 9 December 2023
- Remigijus Leipus (section Research outcomes over time)in the compound discrete-time risk model 2011-12-01 Paper Uniform estimates for the finite-time ruin probability in the dependent renewal risk model 2011-07-18...10 bytes (17 words) - 17:28, 8 December 2023
