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On estimation, diagnostic testing and smoothing of long memory stochastic volatility models
Li, Kai; Deo, Rohit; Hurvich, Clifford - 2000
Persistent link: https://www.econbiz.de/10001486271
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A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris; Renault, Olivier; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano; Mercurio, Fabio - In: Finance and stochastics 4 (2000) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
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Irreversible investment problems
Øksendal, Anders - In: Finance and stochastics 4 (2000) 2, pp. 223-250
Persistent link: https://www.econbiz.de/10001487038
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Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe; Prigent, Jean-Luc; Scaillet, Olivier - In: Finance and stochastics 4 (2000) 1, pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
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A reconsideration of Professor Iwai's Schumpeterian dynamics
Franke, Reiner - In: Interaction and market structure : essays on …, (pp. 89-131). 2000
Persistent link: https://www.econbiz.de/10001487960
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A production model with firm-specific temporal variation in technical inefficiency : with application to Spanish dairy farms
Cuesta, Rafael A. - In: Journal of productivity analysis 13 (2000) 2, pp. 139-158
Persistent link: https://www.econbiz.de/10001488147
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Full likelihood inference in normal-gamma stochastic frontier models
Tsionas, Efthymios G. - In: Journal of productivity analysis 13 (2000) 3, pp. 183-205
Persistent link: https://www.econbiz.de/10001488160
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Efficiency measurement with unbalanced panel data : evidence from Tunisian textile, clothing and leather industries
Goaïed, Mohamed; Ben Ayed-Mouelhi, Rim - In: Journal of productivity analysis 13 (2000) 3, pp. 249-262
Persistent link: https://www.econbiz.de/10001488171