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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~type_genre:"Graue Literatur"
~type_genre:"Handbook"
~type_genre:"Übersichtsarbeit"
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Search: subject:"Markov chains"
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Markov chain
9
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9
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4
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3
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Sørensen, Michael
3
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2
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1
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1
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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion paper / Tinbergen Institute
65
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46
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41
Série des documents de travail / Centre de Recherche en Économie et Statistique
38
Working paper / National Bureau of Economic Research, Inc.
32
Working paper / Department of Econometrics and Business Statistics, Monash University
30
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ECONIS (ZBW)
9
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1
Efficient estimation of transition rates between credit ratings from observations at discrete time points
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286547
Saved in:
2
Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Christiansen, Charlotte
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002743726
Saved in:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Statistical inference for discretely observed Markov jump processes
Bladt, Mogens
(
contributor
);
Sørensen, Michael
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
Saved in:
7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
8
Classification of
Markov
chains
on Rk
Hansen, Niels Richard
(
contributor
)
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
Saved in:
9
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
-
1999
Persistent link: https://www.econbiz.de/10001455779
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