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Search: subject:"pairwise likelihood; estimation"
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The journal of energy markets
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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A latent trawl process model for extreme values
Noven, Ragnhild C.
;
Veraart, Almut E. D.
;
Gandy, Axel
- In:
The journal of energy markets
11
(
2018
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
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