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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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A frequency decomposition of approximation errors in stochastic discount factor models
Cogley, Timothy - 1997
Persistent link: https://www.econbiz.de/10001362976
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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Short-term interest rates as subordinated diffusions
Conley, Timothy G.; Hansen, Lars Peter; Luttmer, Erzo … - In: The review of financial studies 10 (1997) 3, pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011686422
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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Statistical estimation and moment evaluation of a stochastic growth model with asset market
Lettau, Martin - 1997
Persistent link: https://www.econbiz.de/10013385304
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The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang; Zhao, Dianli - In: Journal of mathematical finance 5 (2015) 3, pp. 243-248
Persistent link: https://www.econbiz.de/10011438503