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Stochastic process
Nichtparametrisches Verfahren
215
Schätztheorie
155
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139
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116
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92
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Amsler, Christine Elaine
1
Ausín, M. Concepción
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Bao, Yong
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Bennedsen, Mikkel
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Bermudez, P. de Zea
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Brownlees, Christian
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1
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1
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CESifo Working Paper Series
Econometric reviews
cemmap working paper
Journal of econometrics
49
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28
International journal of theoretical and applied finance
21
Insurance / Mathematics & economics
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1
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Saved in:
2
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
3
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
4
Bayesian analysis of multivariate stochastic volatility with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
5
Distribution of the mean reversion estimator in the Ornstein-Uhlenbeck process
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1039-1056
Persistent link: https://www.econbiz.de/10011795564
Saved in:
6
Using copulas to model time dependence in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 497-522
Persistent link: https://www.econbiz.de/10010360796
Saved in:
7
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
8
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 785-814
Persistent link: https://www.econbiz.de/10010363876
Saved in:
9
An alternative to the BDS test : integration across the correlation integral
Kočenda, Evžen
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10001606191
Saved in:
10
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
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