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Parameter identification for fractional Ornstein-Uhlenbeck processes based on discrete observation
Zhang, Pu; Xiao, Wei-lin; Zhang, Xi-li; Niu, Pan-qiang - In: Economic modelling 36 (2014), pp. 198-203
Persistent link: https://www.econbiz.de/10010412366
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Warrant pricing under GARCH diffusion model
Wu, Xin-yu; Ma, Chao-qun; Wang, Shouyang - In: Economic modelling 29 (2012) 6, pp. 2237-2244
Persistent link: https://www.econbiz.de/10009673781
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On ridge estimators for the negative binomial regression model
Månsson, Kristofer - In: Economic modelling 29 (2012) 2, pp. 178-184
Persistent link: https://www.econbiz.de/10009536040
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Can you jump this high? : quantifying barriers to market participation
Guerini, Mattia; Musso, Patrick; Nesta, Lionel - In: Economic modelling 98 (2021), pp. 192-217
Persistent link: https://www.econbiz.de/10012793892
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Stochastic unit root processes : maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
Yoon, Gawon - In: Economic modelling 52 (2016), pp. 725-732
Persistent link: https://www.econbiz.de/10011643010
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Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun; Cheng, Jie; Hadri, Kaddour - In: Economic modelling 52 (2016), pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
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A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun; Liu, Guifang; Li, Hongyi - In: Economic modelling 59 (2016), pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
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Statistical inference of partially linear varying coefficient spatial autoregressive models
Wei, Chuanhua; Guo, Shuang; Zhai, Shufen - In: Economic modelling 64 (2017), pp. 553-559
Persistent link: https://www.econbiz.de/10011761310
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip; Maheswaran, S. - In: Economic modelling 38 (2014), pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
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Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson; Kaufmann, Hendrik; Wegener, Christoph - In: Economic modelling 73 (2018), pp. 354-364
Persistent link: https://www.econbiz.de/10012100460