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Stochastic conditional duration models with "leverage effect" for financial transaction data
Feng, Dingan; Jiang, George J.; Song, Peter X.-K. - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 390-421
Persistent link: https://www.econbiz.de/10002214366
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Estimation of continuous-time processes via the empirical characteristic function
Jiang, George J.; Knight, John L. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 198-212
Persistent link: https://www.econbiz.de/10001660376
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Finite sample comparison of alternative estimators of Itô diffusion processes : a Monte Carlo study
Jiang, George J.; Knight, John L. - In: The journal of computational finance 2 (1999) 3, pp. 5-38
Persistent link: https://www.econbiz.de/10001638577
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The financing behavior of Dutch firms
Chen, Linda H.; Jiang, George J. - 2001
Persistent link: https://www.econbiz.de/10001633491
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The determinants of Dutch capital structure choice
Chen, Linda H.; Jiang, George J. - 2001
Persistent link: https://www.econbiz.de/10001633495
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Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.; Sluis, Pieter J. van der - 1999
Persistent link: https://www.econbiz.de/10001432849
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Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.; Sluis, Pieter J. van der - 2000
Persistent link: https://www.econbiz.de/10001473253
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Parametric versus nonparametric estimation of diffusion processes : a Monte Carlo comparison
Jiang, George J.; Knight, John L. - 1997
Persistent link: https://www.econbiz.de/10000968612
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Pricing stock options under stochastic volatility and stochastic interest rates with efficient method of moments estimation
Jiang, George J.; Sluis, Pieter J. van der - 1998
Persistent link: https://www.econbiz.de/10000986291
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A nonparametric approach to the estimation of diffusion processes, with an application to a short-term interest rate model
Jiang, George J. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10001232225