//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Monte Carlo methods for estima...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
Interest rate
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Numerical analysis
2
Numerisches Verfahren
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
USA
2
United States
2
Zins
2
Aktienindex
1
Capital income
1
Economic model
1
Forecasting model
1
Kapitaleinkommen
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Wirtschaftsmodell
1
Yield curve
1
Zinsstruktur
1
affine models
1
jump models
1
log volatility
1
option pricing
1
stochastic volatility
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Durham, Garland B.
4
Gallant, A. Ronald
1
Published in...
All
Journal of financial economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
OLC EcoSci
5
RePEc
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
SV mixture models with application to S&P 500 index returns
Durham, Garland B.
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 822-856
Persistent link: https://www.econbiz.de/10003538066
Saved in:
2
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
Saved in:
3
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
4
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->