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Operator methods for continuous-time Markov processes
Aït-Sahalia, Yacine
;
Hansen, Lars Peter
;
Scheinkman, …
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2010
Persistent link: https://www.econbiz.de/10003900628
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2
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
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2010
Persistent link: https://www.econbiz.de/10003900630
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3
Nonstationary continuous-time processes
Bandi, Federico M.
;
Phillips, Peter C. B.
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2010
Persistent link: https://www.econbiz.de/10003900634
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4
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
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2010
Persistent link: https://www.econbiz.de/10003900641
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5
Portfolio choice problems
Brandt, Michael W.
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2010
Persistent link: https://www.econbiz.de/10003900658
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6
Heterogeneity and portfolio choice : theory and evidence
Curcuru, Stephanie E.
;
Heaton, John
;
Lucas, Deborah
; …
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2010
Persistent link: https://www.econbiz.de/10003900660
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7
Analysis of high-frequency data
Russell, Jeffrey R.
;
Engle, Robert F.
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2010
Persistent link: https://www.econbiz.de/10003900661
Saved in:
8
Simulated score methods and indirect inference for continuous-time models
Gallant, A. Ronald
;
Tauchen, George Eugene
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2010
Persistent link: https://www.econbiz.de/10003900666
Saved in:
9
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
10
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
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