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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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Regime switching in the yield curve
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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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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MCMC based estimation of term structure models
Mikkelsen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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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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Statistical inference for discretely observed Markov jump processes
Bladt, Mogens (contributor); Sørensen, Michael (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793919
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom (contributor); Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
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Higher-order finite element solutions of options prices
Raahauge, Peter (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
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Empirical rationality in the stock market
Raahauge, Peter (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
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Errors in trade classification : consequences and remedies
Tanggaard, Carsten (contributor) - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491270