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Markov Chain Monte Carlo Metho...
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
2
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
3
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
Saved in:
4
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
5
Likelihood based inference for diffusion driven models
Chib, Siddhartha
(
contributor
);
Pitt, Michael K.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002396486
Saved in:
6
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
;
Shephard, Neil G.
;
Chib, Siddhartha
-
1997
Persistent link: https://www.econbiz.de/10000932608
Saved in:
7
Stock market trading and market conditions
Griffin, John M.
;
Nardari, Federico
;
Stulz, René M.
-
2004
Persistent link: https://www.econbiz.de/10002208280
Saved in:
8
Stock market trading and market conditions
Griffin, John M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160035
Saved in:
9
Do investors trade more when stocks have performed well? : Evidence from 46 countries
Griffin, John M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002966592
Saved in:
10
Daily cross-border equity flows : pushed or pulled
Griffin, John M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323
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