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~isPartOf:"CREATES research paper"
~subject:"Estimation"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Estimation
Zinsstruktur
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22
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Kristensen, Dennis
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1
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CREATES research paper
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ECONIS (ZBW)
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Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The walking debt crisis
Basse, Tobias
;
Kruse, Robinson
;
Wegener, Christoph
-
2017
Persistent link: https://www.econbiz.de/10011624094
Saved in:
4
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
5
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
6
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
7
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
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8
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
9
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
Saved in:
10
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
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