Results for Discipline:
Economic Statistics, Econometrics, Business Informatics
Hits 21-30 within 129 documents
Esscher transforms and the minimal entropy martingale measure for exponential Lévy models [journal article]
Source: Quantitative Finance, 6 (2006) 2. p.125-145
Testing the assumptions behind importance sampling [journal article]
Source: Journal of Econometrics, 149 (2009) 1. p.2-11
Business Cycles, Bifurcations and Chaos in a Neo-Classical Model with Investment Dynamics [journal article]
Source: Journal of Economic Behavior & Organization, 67 (2008) 1. p.57-77
Regression density estimation using smooth adaptive Gaussian mixtures [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.155-173
Sequential conditional correlations: Inference and evaluation [journal article]
Source: Journal of Econometrics, 153 (2009) 2. p.122-132
Productivity and R&D: An econometric evidence from Spanish firm-level data [journal article]
Source: Applied Economics, 40 (2008) 14. p.1827-1837
Pricing Options with Green's Functions when Volatility, Interest Rate, and Barriers Depend on Time [journal article]
Source: Quantitative Finance, 8 (2008) 2. p.119-133
Stochastic model specification search for Gaussian and partial non-Gaussian state space models [journal article]
Source: Journal of Econometrics, 154 (2009) 1. p.85-100
A Continuous-Time Model for Reinvestment Risk in Bond Markets [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.451-464
A test of cross section dependence for a linear dynamic panel model with regressors [journal article]
Source: Journal of Econometrics, 148 (2009) 2. p.149-161