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Stochastischer Prozess
maximum likelihood
407
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297
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133
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129
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124
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124
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Alfarano, Simone
5
Hess, Markus
5
Milaković, Mishael
5
Wälde, Klaus
5
Sennewald, Ken
4
Kim, Donggyu
3
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3
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3
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2
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2
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2
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2
Chan, Kung-sik
2
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2
Cserna, Balázs
2
Fusai, Gianluca
2
Fusaro, Michelangelo
2
Giribone, Pier Giuseppe
2
Hafner, Christian M.
2
Irle, Albrecht
2
Kauschke, Jonas
2
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2
Kurbanmuradov, O.
2
Kyriakopoulou, Dimitra
2
Loregian, Angela
2
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2
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2
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2
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1
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1
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1
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Journal of econometrics
6
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4
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4
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3
Decisions in economics and finance : a journal of applied mathematics
2
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ECONIS (ZBW)
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EconStor
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
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2
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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3
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
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4
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
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5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
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6
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
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7
Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
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8
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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9
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
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10
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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