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Discretization of stochastic differential equations and econometric forecasting : an application totime-varying autoregressions
Neftci, Salih N. - In: Journal of forecasting 13 (1994) 3, pp. 265-278
Persistent link: https://www.econbiz.de/10001157665
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Optimal non-parametric forecasts in financial markets
Neftci, Salih N. - 1991
Persistent link: https://www.econbiz.de/10000836969
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A diagnostic check for model specification : an application to the yen-dollar exchange rate
Neftci, Salih N. - In: Economics letters 33 (1990) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001088734
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Fast pricing of American options under variance gamma
Fu, Weilong; Hirsa, Ali - In: The journal of computational finance 25 (2021) 1, pp. 29-49
Persistent link: https://www.econbiz.de/10012672301