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Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.; Czellar, Veronika - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002634951
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002659973
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846400
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Accurate and robust indirect inference for diffusion Models
Czellar, Veronika; Ronchetti, Elvezio - 2008
Persistent link: https://www.econbiz.de/10003926948
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Indirect robust estimation of the short-term interest rate process
Czellar, Veronika; Karolyi, G. Andrew; Ronchetti, Elvezio - In: Journal of empirical finance 14 (2007) 4, pp. 546-563
Persistent link: https://www.econbiz.de/10003609937
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - 2000
Persistent link: https://www.econbiz.de/10001505085
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - In: Journal of econometrics 105 (2001) 1, pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
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Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.; Fisher, Adlai - 2008
Persistent link: https://www.econbiz.de/10003719647