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Estimation theory
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Melino, Angelo
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Baker, Michael
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Advances in econometrics ; Vol. 2
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Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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ECONIS (ZBW)
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Estimation of continuous-time models in finance
Melino, Angelo
-
1994
Persistent link: https://www.econbiz.de/10001327442
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2
Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael
(
contributor
);
Melino, Angelo
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001425246
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3
Duration dependence and nonparametric heterogeneity : a Monte Carlo study
Baker, Michael
;
Melino, Angelo
- In:
Journal of econometrics
96
(
2000
)
2
,
pp. 357-393
Persistent link: https://www.econbiz.de/10001468781
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4
Estimation of continuous-time models in finance
Melino, Angelo
-
1991
Persistent link: https://www.econbiz.de/10000815348
Saved in:
5
Estimation of unit averaged diffusion processes
Melino, Angelo
-
1985
Persistent link: https://www.econbiz.de/10003630333
Saved in:
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