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Continuous record asymptotics in systems of stochastic differential equations
Sørensen, Bent E. - In: Econometric theory 8 (1992) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10001126811
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Asymptotic distributions of the least-squares estimators and test statistics in the near unit root model with non-zero initial value and local drift and trend
Nabeya, Seiji - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10001175048
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Nabeya, Seiji; Sørensen, Bent E. - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10007014635
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Financial Calculus: An Introduction to Derivative Pricing
Sørensen, Bent E.; Baxter, Martin; Rennie, Andrew - In: Econometric theory 14 (1998) 3, pp. 365-368
Persistent link: https://www.econbiz.de/10006993038
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[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben - In: Econometric theory 14 (1998) 5, pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
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BOOK REVIEWS - Simulation-Based Econometric Methods by Christian Gouriéroux and Alain Monfort
Andersen, Torben G. - In: Econometric theory 16 (2000) 1, pp. 131-138
Persistent link: https://www.econbiz.de/10006984539
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BOOK REVIEW - The Econometrics of Financial Markets
Andersen, Torben G.; Campbell, John Y.; Lo, Andrew W.; … - In: Econometric theory 14 (1998) 5, pp. 671-686
Persistent link: https://www.econbiz.de/10006991442
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
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Inference for option panels in pure-jump settings
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Econometric theory 35 (2019) 5, pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
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Spatial dependence in option observation errors
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Econometric theory 37 (2021) 2, pp. 205-247
Persistent link: https://www.econbiz.de/10012505388