Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods.
| Year of publication: |
1995
|
|---|---|
| Authors: | Hurn, A.S. ; Lindsay, K.A. |
| Institutions: | Department of Economics, Faculty of Business and Economics |
| Subject: | STOCHASTIC MODELS | ECONOMETRICS |
-
Souto, Marcos, (2007)
-
Comparative Macroeconomic Dynamics in the Arab World; A Panel Var Approach
Kireyev, Alexei, (2000)
-
Monetary Rules for Emerging Market Economies
Rebucci, Alessandro, (2002)
- More ...
-
Time Series Evidence of Global Warming.
Hurn, A.S., (1996)
-
Forecasting spikes in electricity prices
Christensen, T.M.,
-
Transitional densities of diffusion processes: a new approach to solving the Fokker-Planck equation
Hurn, A.S., (2007)
- More ...