Narrow search
Showing 1 - 7 of 7
Cover Image
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
Cover Image
Pitfalls in estimating jump-diffusion models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000994072
Cover Image
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535
Cover Image
Bid-ask classification by switching regressions
Nyholm, Ken; Tanggaard, Carsten - 1997
Persistent link: https://www.econbiz.de/10000980185
Cover Image
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
Cover Image
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
Cover Image
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373124