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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023
Persistent link: https://www.econbiz.de/10014280884
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Stochastic volatility and DSGE models
Andreasen, Martin M. - 2009
Persistent link: https://www.econbiz.de/10003863170
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Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis; Mele, Antonio - 2009
Persistent link: https://www.econbiz.de/10003849531
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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
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Stochastic volatility and stochastic leverage
Veraart, Almut E. D.; Veraart, Luitgard - 2009
Persistent link: https://www.econbiz.de/10003849550
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
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Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.; Veraart, Almut E. D. - 2009
Persistent link: https://www.econbiz.de/10003849562
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Stochastic volatility
Andersen, Torben; Benzoni, Luca - 2010
Persistent link: https://www.econbiz.de/10003937010
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Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Veraart, … - 2010
Persistent link: https://www.econbiz.de/10003959801