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A maximum entropy approach to estimation and inference in dynamic models or counting fish in the sea using maximum entropy
Golan, Amos - In: Journal of economic dynamics & control 20 (1996) 4, pp. 559-582
Persistent link: https://www.econbiz.de/10001194707
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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Expected a posteriori estimation in financial applications
Mazzoni, Thomas - 2008
Persistent link: https://www.econbiz.de/10003699961
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A spectral method for bonds
Frutos, Javier de - In: Computers & operations research : and their … 35 (2008) 1, pp. 64-75
Persistent link: https://www.econbiz.de/10003665764
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Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan; Mazurencu Marinescu, Miruna; Vârsan, … - In: Advanced mathematical methods for finance, (pp. 397-415). 2011
Persistent link: https://www.econbiz.de/10008991280
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Profitability of time series momentum
He, Xue-zhong; Li, Kai - In: Journal of banking & finance 53 (2015), pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
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Quasi-likelihood estimation of a threshold diffusion process
Su, Fei; Chan, Kung-sik - In: Journal of econometrics 189 (2015) 2, pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
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On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea - 2010
Persistent link: https://www.econbiz.de/10008935502
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Seasonality in continuous time econometric models
MacGarry, Joanne - 2000
Persistent link: https://www.econbiz.de/10001533805