A Comparative Study of Likelihood Approximations for Univariate Diffusions*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 852, doi. 10.1093/jjfinec/nbab021
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2023 AND VI 21 AND IP 3
Results: 12
1
2
Integrating Structural and Reduced-Form Methods in Empirical Finance*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 597, doi. 10.1093/jjfinec/nbac036
- By:
- Publication type:
- Article
3
A New Tail-Based Correlation Measure and Its Application in Global Equity Markets.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 959, doi. 10.1093/jjfinec/nbab026
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- Publication type:
- Article
4
Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 915, doi. 10.1093/jjfinec/nbab023
- By:
- Publication type:
- Article
5
Multivariate Fractional Components Analysis.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 880, doi. 10.1093/jjfinec/nbab022
- By:
- Publication type:
- Article
6
Risk Premia and Lévy Jumps: Theory and Evidence*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 810, doi. 10.1093/jjfinec/nbab020
- By:
- Publication type:
- Article
7
An Application of Damped Diffusion for Modeling Volatility Dynamics.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 779, doi. 10.1093/jjfinec/nbab018
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- Publication type:
- Article
8
Forecasting under Long Memory*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 742, doi. 10.1093/jjfinec/nbab017
- By:
- Publication type:
- Article
9
Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 714, doi. 10.1093/jjfinec/nbab016
- By:
- Publication type:
- Article
10
Volatility Bursts: A Discrete-Time Option Model with Multiple Volatility Components*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 678, doi. 10.1093/jjfinec/nbab015
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- Publication type:
- Article
11
Intraday Trades Profile Estimation: An Intensity Approach*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 651, doi. 10.1093/jjfinec/nbab014
- By:
- Publication type:
- Article
12
Estimation with Errors in Variables via the Characteristic Function*.
- Published in:
- Journal of Financial Econometrics, 2023, v. 21, n. 3, p. 616, doi. 10.1093/jjfinec/nbab011
- By:
- Publication type:
- Article