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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
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
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Likelihood based inference for diffusion driven models
Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002459152
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004
Persistent link: https://www.econbiz.de/10002396452
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Likelihood based inference for diffusion driven models
Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002396486
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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon; Shephard, Neil G.; Chib, Siddhartha - 1997
Persistent link: https://www.econbiz.de/10000932608
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Stock market trading and market conditions
Griffin, John M.; Nardari, Federico; Stulz, René M. - 2004
Persistent link: https://www.econbiz.de/10002208280
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Stock market trading and market conditions
Griffin, John M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002160035
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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
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Daily cross-border equity flows : pushed or pulled
Griffin, John M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001675323