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McAleer, Michael
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Benth, Fred Espen
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Gao, Jiti
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Zhang, Qing
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European journal of operational research : EJOR
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220
Journal of econometrics
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Finance and stochastics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
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International journal of production research
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Operations research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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Applied mathematical finance
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Computational economics
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International journal of production economics
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Economics letters
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INFORMS journal on computing : JOC
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Computational Management Science : CMS
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Finance research letters
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Econometric theory
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Discussion papers of interdisciplinary research project 373
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Energy economics
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Mathematical methods of operations research
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Annals of finance
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CREATES research paper
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International journal of financial engineering
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ECONIS (ZBW)
12,145
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31
Adaptive estimation for a time inhomogeneous stochastic-
volatility
model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
32
An empirical application of stochastic
volatility
models
Mahieu, Ronald J.
- In:
Journal of applied econometrics
13
(
1998
)
4
,
pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
Saved in:
33
Volatility
estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
34
Forecasting (LOG)
volatility
models
Christodoulakis, George A.
;
Satchell, Stephen
-
1998
Persistent link: https://www.econbiz.de/10000998647
Saved in:
35
A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates
Kogure, Atsuyuki
-
1997
Persistent link: https://www.econbiz.de/10000971390
Saved in:
36
Multivariate stochastic
volatility
models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
37
Bayesian estimation of the Heston
volatility
model
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Operations research proceedings 2002 : selected papers …
,
(pp. 480-485)
.
2003
Persistent link: https://www.econbiz.de/10001752050
Saved in:
38
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
39
A simple approach to the estimation of continuous time CEV stochastic
volatility
models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
40
Bayesian estimation of
volatility
with moment-based nonlinear stochastic filters
Grothe, Oliver
-
2006
Persistent link: https://www.econbiz.de/10013409325
Saved in:
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