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Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg (contributor); Lunde, Asger (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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Testing the significance of calendar effects
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
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Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980