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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte (contributor) - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838842
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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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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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