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MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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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
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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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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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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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Classification of Markov chains on Rk
Hansen, Niels Richard (contributor) - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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Boundary and bias correction in kernel hazard estimation
Nielsen, Jens Perch (contributor);  … - 2000 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543238
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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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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