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1
Transitional densities of diffusion processes : a new approach to solving the Fokker-Plank equation
Hurn, Stan
;
Jeisman, J. I.
;
Lindsay, Kenneth A.
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 86-94
Persistent link: https://www.econbiz.de/10003498962
Saved in:
2
Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
Clements, Adam
;
Hurn, Stan
;
Lindsay, Kenneth A.
-
2008
Persistent link: https://www.econbiz.de/10003880601
Saved in:
3
Discrete time-series models when counts are unobservable
Christensen, T. M.
;
Hurn, Stan
;
Lindsay, Kenneth A.
-
2008
Persistent link: https://www.econbiz.de/10003880604
Saved in:
4
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan
;
McClelland, Andrew
;
Lindsay, Kenneth A.
-
2010
Persistent link: https://www.econbiz.de/10008668669
Saved in:
5
The devil is in the detail : hints for practical optimisation
Christensen, T. M
;
Hurn, Stan
;
Lindsay, Kenneth A.
- In:
Economic analysis and policy
38
(
2008
)
2
,
pp. 345-368
Persistent link: https://www.econbiz.de/10003974342
Saved in:
6
Forecasting spikes in electricity prices
Christensen, Tim M.
;
Hurn, Stan
;
Lindsay, Kenneth A.
-
2011
Persistent link: https://www.econbiz.de/10009153529
Saved in:
7
On the efficacy of Fourier series approximations for pricing European and digital options
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
-
2013
Persistent link: https://www.econbiz.de/10009689207
Saved in:
8
A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 106-126
Persistent link: https://www.econbiz.de/10009702297
Saved in:
9
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
10
Linearizations and equilibrium correction models
Bårdsen, Gunnar
(
contributor
);
Hurn, Stan
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10002652268
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