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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
2
Specification analysis in regime-switching continuous-time diffusion models for market volatility
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10011650223
Saved in:
3
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
4
Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH
Niu, Wei-fang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
4
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009787977
Saved in:
5
Quasi-maximum likelihood estimation of multivariate diffusions
Huang, Xiao
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10009739597
Saved in:
6
Instrumental-variables estimation in Markov switching models with endogenous explanatory variables : an application to the term structure of interest rates
Psaradakis, Zacharias G.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
10
(
2006
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10003558927
Saved in:
7
Maximum likelihood estimation of a unit root bilinear model with an application to prices
Hristova, Daniela
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003283123
Saved in:
8
Estimating stochastic volatility models : a comparison of two importance samplers
Lee, Kai Ming
(
contributor
);
Koopman, Siem Jan
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
2
Persistent link: https://www.econbiz.de/10002651712
Saved in:
9
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.
;
Blyth, Conrad Alexander
;
Triggs, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
Saved in:
10
Smooth-transition GARCH models
González-Rivera, Gloria
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
2
,
pp. 61-78
Persistent link: https://www.econbiz.de/10001769701
Saved in:
11
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
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12
Finite sample properties of the efficient method of moments
Chumacero, Rómulo A.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
2
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001769659
Saved in:
13
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
Saved in:
14
A check on the robustness of Hamilton's Markov switching model approach to the economic analysis of the business cycle
Boldin, Michael David
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10001769607
Saved in:
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