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subject:"Zinsstruktur"
~isPartOf:"Economic modelling"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
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Zinsstruktur
Schätztheorie
Analysis
10
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Stochastischer Prozess
9
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Kim, Donggyu
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Chiarella, Carl
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Lu, Zhiping
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Economic modelling
European journal of operational research : EJOR
Journal of econometrics
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
7
Discussion papers of interdisciplinary research project 373
3
The journal of computational finance
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International journal of theoretical and applied finance
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Decisions in economics and finance : a journal of applied mathematics
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ECONIS (ZBW)
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
3
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
4
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
5
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
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