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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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Testing the martingale restriction for option implied densities
Busch, Thomas (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185