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Continuous record asymptotics in systems of stochastic differential equations
Sørensen, Bent E. - In: Econometric theory 8 (1992) 1, pp. 28-51
Persistent link: https://www.econbiz.de/10001126811
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Asymptotic distributions of the least-squares estimators and test statistics in the near unit root model with non-zero initial value and local drift and trend
Nabeya, Seiji - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10001175048
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Financial Calculus: An Introduction to Derivative Pricing
Sørensen, Bent E.; Baxter, Martin; Rennie, Andrew - In: Econometric theory 14 (1998) 3, pp. 365-368
Persistent link: https://www.econbiz.de/10006993038
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
Nabeya, Seiji; Sørensen, Bent E. - In: Econometric theory 10 (1994) 5, pp. 937-966
Persistent link: https://www.econbiz.de/10007014635