Narrow search
Showing 1 - 10 of 17,079
Cover Image
Value-at-Risk-Schätzung mit Gauß'schen Mischverteilungen und künstlichen neuronalen Netzen
Prinzler, Ralf - 2001
Persistent link: https://www.econbiz.de/10001583953
Cover Image
The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
Cover Image
Estimating the model for seasoned equity offering underpricing : application to the Chinese financial market
Chung, Chune Young; Liu, Chang - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1472-1480
Persistent link: https://www.econbiz.de/10011563542
Cover Image
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
Cover Image
A closed-form solution for the stochastic volatility model with applications on international stock markets
Shi, Yanlin - In: Journal of the Operational Research Society 74 (2023) 4, pp. 1183-1197
Persistent link: https://www.econbiz.de/10014334888
Cover Image
Maximum likelihood estimation of stochastic volatility models
Sandmann, Gleb; Koopman, Siem Jan - 1996
Persistent link: https://www.econbiz.de/10000953379
Cover Image
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: The North American journal of economics and finance : a … 25 (2013), pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Cover Image
Inference for systems of stochastic differential equations from discretely sampled data : a numerical maximum likelihood approach
Lux, Thomas - In: Annals of finance 9 (2013) 2, pp. 217-248
Persistent link: https://www.econbiz.de/10009741196
Cover Image
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng - In: Journal of econometrics 159 (2010) 1, pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Cover Image
QMLE of a standard exponential ACD model : asymptotic distribution and residual correlation
Sin, Chor-yiu - In: Annals of financial economics 9 (2014) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10010489087