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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Erasmus University Rotterdam, Econometric Institute"
~person:"Schmid, Wolfgang"
~person:"Sørensen, Helle"
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Schmid, Wolfgang
Sørensen, Helle
Dijk, H.K. van
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Centre for Analytical Finance <Århus>
Erasmus University Rotterdam, Econometric Institute
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ECONIS (ZBW)
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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