Narrow search
Showing 1 - 10 of 12,725
Cover Image
Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - 2018
Persistent link: https://www.econbiz.de/10011992635
Cover Image
Finite sample theory in continuous-time models
Wang, Xiaohu - In: Financial econometrics : theory and applications, (pp. 97-131). 2025
Persistent link: https://www.econbiz.de/10015426487
Cover Image
Warrant pricing under GARCH diffusion model
Wu, Xin-yu; Ma, Chao-qun; Wang, Shouyang - In: Economic modelling 29 (2012) 6, pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
Cover Image
Two-step sequential sampling for gamma distributations
Moors, Johannes J. A. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692514
Cover Image
Deriving conditional and unconditional marginal effects in log earnings equations estimated by Heckman's precedure
Hoffmann, Rodolfo; Kassouf, Ana Lúcia - In: Applied economics 37 (2005) 11, pp. 1303-1311
Persistent link: https://www.econbiz.de/10002993240
Cover Image
Test statistics and critical values in selectivity models
Hill, Rufus Carter; Adkins, Lee Chester; Bender, Keith A. - In: Maximum likelihood estimation of misspecified models : …, (pp. 75-105). 2003
Persistent link: https://www.econbiz.de/10001916278
Cover Image
Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Econometric reviews 24 (2005) 4, pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
Cover Image
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
Cover Image
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B. (contributor); Yu, Jun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003462516
Cover Image
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728