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subject:"India"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Kristensen, Dennis"
~subject:"Nonparametric statistics"
~subject:"Regressionsanalyse"
~subject:"Stochastic process"
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India
Nonparametric statistics
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Approximate Bayesian Computation
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Kristensen, Dennis
Singh, Radhey S.
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Zhu, Min
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Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
CREATES research paper
6
Journal of econometrics
4
CREATES Research Paper
2
The econometrics journal
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES Research Paper 2007-1
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CREATES Research Paper 2008-58
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Discussion paper series / LSE Financial Markets Group
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Discussion papers / Department of Economics, University of Copenhagen
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Econometric theory
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Journal of financial economics
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Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
2
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
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