Narrow search
Showing 1 - 10 of 143,951
Cover Image
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Cover Image
Comparison of the Korean and US stock markets using continuous-time stochastic volatility models
Choi, Seungmoon - In: Han gug gae bal yeon gu 40 (2018) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011954453
Cover Image
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew; Wu, Jing Cynthia - 2014
Persistent link: https://www.econbiz.de/10010360896
Cover Image
Hawkes-based models for high frequency financial data
Nyström, Kaj; Zhang, Changyong - In: Journal of the Operational Research Society 73 (2022) 10, pp. 2168-2185
Persistent link: https://www.econbiz.de/10013532430
Cover Image
Divide and conquer : recursive likelihood function integration for hidden Markov models with continuous latent variables
Reich, Gregor - In: Operations research 66 (2018) 6, pp. 1457-1470
Persistent link: https://www.econbiz.de/10011971637
Cover Image
Explicit formulae for parameters of stochastic models of a discounted equity index using maximum likelihood estimation with applications
Fergusson, K. - In: Annals of financial economics 12 (2017) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10011716156
Cover Image
Edgeworth expansion for the distribution of the maximum likelihood estimate in the Vasicek model
Zhu, Qinwen; Liu, Hui; Sun, Chengfeng - In: Annals of financial economics 14 (2019) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012015465
Cover Image
On a stochastic degradation model based on the generalised inverse Gaussian distribution
Tamaru, Leona; Nagatsuka, Hideki - In: Asian journal of management science and applications : AJMSA 4 (2019) 1, pp. 49-58
Persistent link: https://www.econbiz.de/10012154205
Cover Image
Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.; Chen, Feng; Dunsmuir, William T.M. - In: Journal of financial econometrics 17 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
Cover Image
Indirect inference of stochastic frontier models
Lai, Hung-pin - In: Essays in honor of Subal Kumbhakar, (pp. 414-438). 2024
Persistent link: https://www.econbiz.de/10014560622