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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Analysis
7
Mathematical analysis
7
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6
Estimation theory
3
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3
Maximum-Likelihood-Schätzung
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Sørensen, Michael
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1
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Centre for Analytical Finance <Århus>
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Journal of econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Insurance / Mathematics & economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
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Journal of mathematical finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Applied mathematical finance
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CESifo working papers
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of financial engineering
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Journal of economic dynamics & control
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Risks : open access journal
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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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
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:
3
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:
4
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003413529
Saved in:
5
Estimation for stochastic differential equations with a small diffusion coefficient
Gloter, Arnaud
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003221210
Saved in:
6
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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