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Estimation theory
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Econometric theory
CAMA Working Papers
458
Departmental Working Papers / Crawford School of Public Policy, Australian National University
247
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190
Environmental Economics Research Hub Research Reports
102
Research Reports / Crawford School of Public Policy, Australian National University
97
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6
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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1
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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2
Asymptotic expansions for random walks with normal errors
Knight, John L.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001151129
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3
Asymptotic properties of the maximum-likelihood and nonlinear least-squares estimators for noninvertible moving average models
Tanaka, Katsuto
- In:
Econometric theory
5
(
1989
)
3
,
pp. 333-353
Persistent link: https://www.econbiz.de/10001079352
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4
Approximating the Finite Sample Bias for Maximum Likelihood Estimators Using the Score
Lambrecht, Bert
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
13
(
1997
)
2
,
pp. 310-311
Persistent link: https://www.econbiz.de/10006998456
Saved in:
5
Approximating the Finite Sample Bias for Maximum Likelihood Estimators by Using the Score
Lambrecht, Bart
;
Perraudin, William
;
Satchell, Stephen
- In:
Econometric theory
12
(
1996
)
1
,
pp. 199
Persistent link: https://www.econbiz.de/10007001127
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6
A Bias Correction for Taken's Correlation Dimension Estimator
Satchell, Stephen
- In:
Econometric theory
11
(
1995
)
4
,
pp. 804
Persistent link: https://www.econbiz.de/10007005272
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7
A Bias Correction for Taken's Correlation Dimension Estimator
Satchell, Stephen
- In:
Econometric theory
10
(
1994
)
2
,
pp. 439
Persistent link: https://www.econbiz.de/10007014675
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8
THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10006963726
Saved in:
9
The Bernstein copula and its applications to modelling and approximations of multivariate distributions
Sancetta, Alessio
;
Satchell, Stephen
- In:
Econometric theory
20
(
2004
)
3
,
pp. 535-562
Persistent link: https://www.econbiz.de/10002068268
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