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Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos; Dotsis, George - In: Journal of empirical finance 18 (2011) 3, pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
Li, Minqiang - In: Journal of empirical finance 22 (2013), pp. 128-139
Persistent link: https://www.econbiz.de/10009768415
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Estimating PIN for firms with high levels of trading
Jackson, David - In: Journal of empirical finance 24 (2013), pp. 116-120
Persistent link: https://www.econbiz.de/10010371986
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Univariate and multivariate stochastic volatility models : estimation and diagnostics
Liesenfeld, Roman; Richard, Jean-François - In: Journal of empirical finance 10 (2003) 4, pp. 505-531
Persistent link: https://www.econbiz.de/10001782293
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Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil; Rusý, Tomáš - In: Journal of empirical finance 70 (2023), pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
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Modelling changes in the unconditional variance of long stock return series
Amado, Cristina; Teräsvirta, Timo - In: Journal of empirical finance 25 (2014), pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
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Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri - In: Journal of empirical finance 40 (2017), pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
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Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of empirical finance 40 (2017), pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
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On the determinants of the implied default barrier
Dionne, Georges; Laajimi, Sadok - In: Journal of empirical finance 19 (2012) 3, pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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Maximum likelihood estimation of deposit insurance value with interest rate risk
Duan, Jin-Chuan; Simonato, Jean-Guy - In: Journal of empirical finance 9 (2002) 1, pp. 109-132
Persistent link: https://www.econbiz.de/10001655796