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GMM Estimation of a Stochastic...
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Estimation theory
Volatilität
153
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26
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24
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23
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23
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Andersen, Torben
27
Dobrev, Dobrislav
13
Schaumburg, Ernst
13
Sørensen, Bent E.
10
Varneskov, Rasmus Tangsgaard
8
Perraudin, William R. M.
5
Todorov, Viktor
4
Ho, Mun
3
Andersen, Torben G.
2
Archakov, Ilya
1
Balli, Hatice Ozer
1
Bollerslev, Tim
1
Cebiroglu, Gökhan
1
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1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
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2
4 essays on econometric estimation of economic and financial models
Sørensen, Bent E.
-
1990
Persistent link: https://www.econbiz.de/10000819984
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3
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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4
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000838347
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5
Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000901770
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6
The credit-constrained consumer : an empirical study of demand and supply in the loan market
Perraudin, William R. M.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 179-192
Persistent link: https://www.econbiz.de/10001124467
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7
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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8
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
Ho, Mun
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000137146
Saved in:
9
Interaction effects in econometrics
Balli, Hatice Ozer
;
Sørensen, Bent E.
- In:
Empirical economics : a journal of the Institute for …
45
(
2013
)
1
,
pp. 583-603
Persistent link: https://www.econbiz.de/10009780027
Saved in:
10
Multivariate tests of a continous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun
-
1992
Persistent link: https://www.econbiz.de/10013444286
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