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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
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Burkovska, O.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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1
Optimal covariate balancing conditions in propensity score estimation
Fan, Jianqing
;
Imai, Kosuke
;
Lee, Inbeom
;
Liu, Han
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10013540648
Saved in:
2
High-dimensional model-assisted inference for local average treatment effects with instrumental variables
Sun, Baoluo
;
Tan, Zhiqiang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1732-1744
Persistent link: https://www.econbiz.de/10013540475
Saved in:
3
Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Lemaire, Vincent
;
Montes, Thibaut
;
Pagès, Gilles
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 611-629
Persistent link: https://www.econbiz.de/10013367839
Saved in:
4
Calibration and advanced simulation schemes for the Wishart stochastic volatility model
La Bua, Gaetano
;
Marazzina, Daniele
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10012194737
Saved in:
5
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
6
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
Saved in:
7
Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
Saved in:
8
A realized stochastic volatility model with box-cox transformation
Zheng, Tingguo
;
Song, Tao
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
4
,
pp. 593-605
Persistent link: https://www.econbiz.de/10010488412
Saved in:
9
Nonparametric testing for asymmetric information
Su, Liangjun
;
Spindler, Martin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
Saved in:
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