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A maximum likelihood approach...
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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2
Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
-
2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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3
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
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4
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
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5
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael
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contributor
); …
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
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6
Estimation for discretely observed diffusions using transform functions
Kelly, Leah
(
contributor
);
Platen, Eckhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001763246
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7
Simulated likelihood approximations for stochastic volatility models
Sørensen, Helle
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563848
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8
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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9
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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10
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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