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There are 20704 results for: content related to: Specification Analysis of Diffusion Models for the Italian Short Rate

  1. Estimation methods for stochastic volatility models: a survey

    Journal of Economic Surveys

    Volume 18, Issue 5, December 2004, Pages: 613–649, Carmen Broto and Esther Ruiz

    Version of Record online : 10 NOV 2004, DOI: 10.1111/j.1467-6419.2004.00232.x

  2. Stochastic volatility models for the Brent oil futures market: forecasting and extracting conditional moments

    OPEC Energy Review

    Volume 39, Issue 2, June 2015, Pages: 184–221, Per Bjarte Solibakke

    Version of Record online : 22 JUN 2015, DOI: 10.1111/opec.12048

  3. An Empirical Investigation of Continuous-Time Equity Return Models

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1239–1284, Torben G. Andersen, Luca Benzoni and Jesper Lund

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00460

  4. Are Feedback Factors Important in Modeling Financial Data?

    International Review of Finance

    Volume 7, Issue 3-4, September/December 2007, Pages: 105–118, HELENA VEIGA

    Version of Record online : 21 JAN 2008, DOI: 10.1111/j.1468-2443.2007.00070.x

  5. RISK PERCEPTION AND EQUITY RETURNS: EVIDENCE FROM THE SPX AND VIX

    Bulletin of Economic Research

    Volume 66, Issue 1, January 2014, Pages: 20–44, Jianhua Gang and Xiang Li

    Version of Record online : 7 NOV 2011, DOI: 10.1111/j.1467-8586.2011.00409.x

  6. A multivariate latent factor decomposition of international bond yield spreads

    Journal of Applied Econometrics

    Volume 15, Issue 6, November/December 2000, Pages: 697–715, Mardi Dungey, Vance L Martin and Adrian R Pagan

    Version of Record online : 5 FEB 2001, DOI: 10.1002/jae.584

  7. ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY

    International Economic Review

    Volume 52, Issue 3, August 2011, Pages: 621–638, Jón Daníelsson and Francisco Peñaranda

    Version of Record online : 29 AUG 2011, DOI: 10.1111/j.1468-2354.2011.00642.x

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    Bibliography

    Handbook of Volatility Models and Their Applications

    Luc Bauwens, Christian Hafner, Sebastien Laurent, Pages: 487–535, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.biblio

  9. Nucleosidpolyphosphate: Vorkommen, Metabolismus und Funktion

    Zeitschrift für allgemeine Mikrobiologie

    Volume 23, Issue 2, 1983, Pages: 103–141, Dr. K. Riedel

    Version of Record online : 24 JAN 2007, DOI: 10.1002/jobm.19830230206

  10. Econometricians Have Their Moments: GMM at 32

    Economic Record

    Volume 91, Issue S1, June 2015, Pages: 1–24, Alastair R. Hall

    Version of Record online : 14 MAY 2015, DOI: 10.1111/1475-4932.12188

  11. Volume and Volatility: News or Noise?

    Financial Review

    Volume 36, Issue 4, November 2001, Pages: 99–118, Scott Mixon

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00031.x

  12. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

    Econometrica

    Volume 72, Issue 6, November 2004, Pages: 1773–1808, Darrell Duffie and Peter Glynn

    Version of Record online : 8 OCT 2004, DOI: 10.1111/j.1468-0262.2004.00553.x

  13. Economic significance of risk premiums in the S&P 500 option market

    Journal of Futures Markets

    Volume 22, Issue 12, December 2002, Pages: 1147–1178, R. Brian Balyeat

    Version of Record online : 16 OCT 2002, DOI: 10.1002/fut.10051

  14. You have free access to this content
    References

    Nonlinear Statistical Models

    A. Ronald Gallant, Pages: 595–600, 2008

    Published Online : 27 MAY 2008, DOI: 10.1002/9780470316719.refs

  15. EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS

    Journal of Time Series Analysis

    Volume 35, Issue 6, November 2014, Pages: 491–516, Vance L. Martin, Andrew R. Tremayne and Robert C. Jung

    Version of Record online : 14 AUG 2014, DOI: 10.1111/jtsa.12078

  16. ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

    Journal of Economic Surveys

    Volume 7, Issue 4, December 1993, Pages: 305–366, Anil K. Bera and Matthew L. Higgins

    Version of Record online : 27 OCT 2006, DOI: 10.1111/j.1467-6419.1993.tb00170.x

  17. Inferring Labor Income Risk and Partial Insurance From Economic Choices

    Econometrica

    Volume 82, Issue 6, November 2014, Pages: 2085–2129, Fatih Guvenen and Anthony A. Smith

    Version of Record online : 23 DEC 2014, DOI: 10.3982/ECTA9446

  18. SEMINONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS

    International Economic Review

    Volume 48, Issue 4, November 2007, Pages: 1093–1118, Chunrong Ai

    Version of Record online : 11 DEC 2007, DOI: 10.1111/j.1468-2354.2007.00456.x

  19. Generalized Linear Latent Variable Models with Flexible Distribution of Latent Variables

    Scandinavian Journal of Statistics

    Volume 39, Issue 4, December 2012, Pages: 663–680, IRINA IRINCHEEVA, EVA CANTONI and MARC G. GENTON

    Version of Record online : 27 FEB 2012, DOI: 10.1111/j.1467-9469.2011.00777.x

  20. Asymptotic and qualitative performance of non-parametric density estimators: a comparative study

    The Econometrics Journal

    Volume 11, Issue 3, November 2008, Pages: 573–592, Teruko Takada

    Version of Record online : 22 SEP 2008, DOI: 10.1111/j.1368-423X.2008.00249.x