//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The 2001 JBES Invited Paper -...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
Capital income
2
Interest rate
2
Kapitaleinkommen
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Numerical analysis
2
Numerisches Verfahren
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
USA
2
United States
2
Zins
2
Aktienindex
1
Economic model
1
Estimation theory
1
Forecasting model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Schätztheorie
1
Stock index
1
Wirtschaftsmodell
1
Yield curve
1
Zinsstruktur
1
affine models
1
jump models
1
log volatility
1
option pricing
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
Undetermined
26
English
5
Author
All
Gallant, A.Ronald
19
Durham, Garland B.
13
Tauchen, George
8
Bansal, Ravi
3
Ahn, Dong-Hyun
2
Dittmar, Robert F.
2
Fenton, Victor M.
2
Barnett, William A.
1
Cheng, Ai-ru (Meg)
1
Coppejans, Mark
1
Gallant, A. Ronald
1
Gao, Bin
1
Hinich, Melvin J.
1
Hsieh, David
1
Hsu, Chien-Te
1
Hussey, Robert
1
Jensen, Mark J.
1
Ji, Chuanshu
1
Jungeilges, Jochen A.
1
Kaplan, Daniel T.
1
Lee, Beom S.
1
McCulloch, Robert E.
1
Rossi, Peter E.
1
more ...
less ...
Published in...
All
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of Financial Economics
2
Journal of the American Statistical Association : JASA
2
Econometric theory
1
Journal of Econometrics
1
Journal of Financial Econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economic studies
1
The review of economics and statistics
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc
1
more ...
less ...
Source
All
OLC EcoSci
22
ECONIS (ZBW)
5
RePEc
4
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The 2001 JBES Invited Paper - Reply - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Durham, Garland B.
;
Gallant, A.Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 335-338
Persistent link: https://www.econbiz.de/10008216269
Saved in:
2
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-305
Persistent link: https://www.econbiz.de/10003354577
Saved in:
3
SV mixture models with application to S&P 500 index returns
Durham, Garland B.
- In:
Journal of financial economics
85
(
2007
)
3
,
pp. 822-856
Persistent link: https://www.econbiz.de/10003538066
Saved in:
4
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
Saved in:
5
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
6
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
Saved in:
7
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of Financial Economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10005362782
Saved in:
8
SV mixture models with application to S&P 500 index returns
Durham, Garland B.
- In:
Journal of Financial Economics
85
(
2007
)
3
,
pp. 822-856
Persistent link: https://www.econbiz.de/10005210613
Saved in:
9
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
Durham, Garland B.
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 273-306
Persistent link: https://www.econbiz.de/10007288079
Saved in:
10
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-488
Persistent link: https://www.econbiz.de/10006505628
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->