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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Kristensen, Dennis"
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Stochastischer Prozess
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Kristensen, Dennis
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CREATES research paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of empirical finance
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Econometric theory
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ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
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2014
Persistent link: https://www.econbiz.de/10010401691
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Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
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2010
Persistent link: https://www.econbiz.de/10008663983
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