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Three essays on financial econometrics
Yu, Jialin - 2005
Persistent link: https://www.econbiz.de/10003555366
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Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas; Alexander, Carol - In: Journal of banking & finance 36 (2012) 11, pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
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Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine; Laredo, Catherine; Nussbaum, … - 2000
Persistent link: https://www.econbiz.de/10001528152
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Optimal sequential checkpoint intervals for error detection
Naruse, Kenichiro; Nakagawa, Toshio; Maeji, Sayori - In: Recent advances in stochastic operations research II, (pp. 213-224). 2009
Persistent link: https://www.econbiz.de/10003847874
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A sample average approximation method for disassemblx line balancing problem under uncertainty
Bentaha, Mohand Lounes; Battaïa, Olga; Dolgui, Alexandre - In: Computers & operations research : and their … 51 (2014), pp. 111-122
Persistent link: https://www.econbiz.de/10010408891
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Stability and sample-based approximations of composite stochastic optimization problems
Dentcheva, Darinka; Lin, Yang; Penev, Spiridon - In: Operations research 71 (2023) 5, pp. 1871-1888
Persistent link: https://www.econbiz.de/10014393285
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Asymptotic consistency for nonconvex risk-averse stochastic optimization with infinite-dimensional decision spaces
Surowiec, Thomas M. - In: Mathematics of operations research 49 (2024) 3, pp. 1403-1418
Persistent link: https://www.econbiz.de/10015047532
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Simple inference on functionals of set-identified parameters defined by linear moments
Cho, JoonHwan; Russell, Thomas M. - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 563-578
Persistent link: https://www.econbiz.de/10015053428
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Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin; King, Maxwell L. - In: Journal of empirical finance 15 (2008) 3, pp. 549-566
Persistent link: https://www.econbiz.de/10003759632