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TESTING CONDITIONAL FACTOR MODELS
Ang, Andrew; Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10009822917
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Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis; Shin, Yongseok - In: Journal of econometrics 167 (2012) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10009825295
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Non‐parametric detection and estimation of structural change
Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 420-461
Persistent link: https://www.econbiz.de/10010047730
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Estimation of dynamic latent variable models using simulated non‐parametric moments
Creel, Michael; Kristensen, Dennis - In: The econometrics journal 15 (2012) 3, pp. 490-515
Persistent link: https://www.econbiz.de/10010047732
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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-157
Persistent link: https://www.econbiz.de/10010002655
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Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis; Mele, Antonio - In: Journal of financial economics 102 (2011) 2, pp. 390-416
Persistent link: https://www.econbiz.de/10009291333
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-404
Persistent link: https://www.econbiz.de/10009291419
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UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
Kristensen, Dennis - In: Econometric theory 25 (2009) 5, pp. 1433-1446
Persistent link: https://www.econbiz.de/10008306940
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Estimation of partial differential equations with applications in finance
Kristensen, Dennis - In: Journal of econometrics 144 (2008) 2, pp. 392-409
Persistent link: https://www.econbiz.de/10008880007
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Estimation of partial differtial equations with applications in finance
Kristensen, Dennis - 2004
Persistent link: https://www.econbiz.de/10002441628