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~institution:"Centre for Economic Policy Research"
~institution:"School of Economics and Finance <Brisbane>"
~institution:"University of Exeter / Department of Economics"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Stochastic process
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Hurn, Stan
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Lindsay, Kenneth A.
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Centre for Economic Policy Research
School of Economics and Finance <Brisbane>
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
12
Erasmus Research Institute of Management
5
Queen Mary College / Department of Economics
5
Judge Institute of Management Studies
4
National Bureau of Economic Research
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2
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ECONIS (ZBW)
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1
A large poisson currency crises game : towards a theory of both the onset and the swiftness of currency attacks
Makrēs, Miltiadēs
-
2000
Persistent link: https://www.econbiz.de/10001542544
Saved in:
2
Excessive continuation and dynamic agency costs of debt
Décamps, Jean-Paul
;
Faure-Grimaud, Antoine
-
2000
Persistent link: https://www.econbiz.de/10001499414
Saved in:
3
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet
-
2000
Persistent link: https://www.econbiz.de/10013423063
Saved in:
4
Some new results for the optimal impulse control of Brownian motion
Hurn, Stan
;
Lindsay, Kenneth A.
-
1999
Persistent link: https://www.econbiz.de/10001517851
Saved in:
5
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differenctial equations
Hurn, Stan
;
Lindsay, Kenneth A.
;
Martin, Vance
-
1999
Persistent link: https://www.econbiz.de/10001517908
Saved in:
6
Forecasting (LOG) volatility models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
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