Narrow search
Showing 1 - 10 of 20
Cover Image
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis - In: Econometric theory 26 (2010) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Cover Image
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - In: Journal of econometrics 156 (2010) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
Cover Image
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
Cover Image
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10003942044
Cover Image
Nonparametric detection and estimation of structural change
Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10008986681
Cover Image
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
Cover Image
Non-parametric detection and estimation of structural change
Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 420-461
Persistent link: https://www.econbiz.de/10009710134
Cover Image
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003878806
Cover Image
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin; Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008663983
Cover Image
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.; Kristensen, Dennis - In: Journal of empirical finance 31 (2015), pp. 85-108
Persistent link: https://www.econbiz.de/10011489408