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ECONIS (ZBW)
187
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1
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
2
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
3
Hodges-Lehmann estimation of static panel models with spatially correlated disturbances
Strumann, Christoph
- In:
Computational economics
53
(
2019
)
1
,
pp. 141-168
Persistent link: https://www.econbiz.de/10012134595
Saved in:
4
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
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5
Finite sample lag adjusted critical values of the ADF-GLS test
Sephton, Peter S.
- In:
Computational economics
59
(
2022
)
1
,
pp. 177-183
Persistent link: https://www.econbiz.de/10013168958
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6
Estimation of STAR-GARCH models with iteratively weighted least squares
Midiliç, Murat
- In:
Computational economics
55
(
2020
)
1
,
pp. 87-117
Persistent link: https://www.econbiz.de/10012222593
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7
A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model
Cosbuc, Mircea I.
;
Gatu, Cristian
;
Colubi, Ana
; …
- In:
Computational economics
50
(
2017
)
3
,
pp. 503-515
Persistent link: https://www.econbiz.de/10011783334
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8
A computational analysis of the tradeoff in the estimation of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
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9
Some pitfalls in smooth transition models estimation : a Monte Carlo study
Maugeri, Novella
- In:
Computational economics
44
(
2014
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10010489076
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10
Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Computational economics
46
(
2015
)
4
,
pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
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