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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Le phénomène leptokurtique sur les marchés financiers
Walter, Christian - In: Finance : revue de l'Association Française de Finance 23 (2002) 2, pp. 15-68
Persistent link: https://www.econbiz.de/10001702628
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Testing continuous time models in financial markets
Kleinow, Torsten (contributor) - 2002
Persistent link: https://www.econbiz.de/10001722799
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Nonparametric specification testing for continuous-time models with application to spot interest rates
Hong, Yongmiao; Li, Haitao - 2002
Persistent link: https://www.econbiz.de/10001684716
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Testing the diffusion coefficient
Kleinow, Torsten - 2002
Persistent link: https://www.econbiz.de/10001684924
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Technical analysis in financial markets
Griffioen, Gerwin Alfred Wilhelm - 2003
Persistent link: https://www.econbiz.de/10001747436
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar - 2003 - Revision
Persistent link: https://www.econbiz.de/10001813124
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Optimal sequential kernel detection for dependent processes
Steland, Ansgar - 2003
Persistent link: https://www.econbiz.de/10001813592
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ExploRing persistence in financial time series
Lee, David - 2000
Persistent link: https://www.econbiz.de/10001509570
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Testing the stable Paretian assumption
Paolella, Marc S. - 1999
Persistent link: https://www.econbiz.de/10001557006