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How to maximize the likelihood function for a DSGE model
Andreasen, Martin Møller - In: Computational economics 35 (2010) 2, pp. 127-154
Persistent link: https://www.econbiz.de/10003947913
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Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F. - In: Computational economics 57 (2021) 2, pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni - In: Computational economics 55 (2020) 2, pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
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Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia; Richard, Jean-François - In: Computational economics 53 (2019) 3, pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
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Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei; Wang, Bo - In: Computational economics 53 (2019) 4, pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
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Adaptive quadrature for maximum likelihood estimation of a class of dynamic latent variable models
Cagnone, Silvia; Bartolucci, Francesco - In: Computational economics 49 (2017) 4, pp. 599-622
Persistent link: https://www.econbiz.de/10011762141
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Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis - In: Computational economics 57 (2021) 4, pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
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Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif; Choudhry, Taufiq; Dempsey, Michael - In: Computational economics 57 (2021) 4, pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
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An efficient numerical scheme to approach the time fractional Black-Scholes model using orthogonal gegenbauer polynomials
Aghdam, Y. Esmaeelzade; Mesgarani, H.; Amin, A.; … - In: Computational economics 64 (2024) 1, pp. 211-224
Persistent link: https://www.econbiz.de/10015078017