-
2
-
-
0004093046
-
-
Englewood Cliffs, NJ: Prentice Hall
-
_ (1979): Optimal Filtering. Englewood Cliffs, NJ: Prentice Hall.
-
(1979)
Optimal Filtering
-
-
-
4
-
-
34848900983
-
ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence
-
BOLLERSLEV, T., R. Y. CHOU, AND K. KRONER (1992): "ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence," Journal of Econometrics, 52, 5-60
-
(1992)
Journal of Econometrics
, vol.52
, pp. 5-60
-
-
Bollerslev, T.1
Chou, R.Y.2
Kroner, K.3
-
6
-
-
0030360244
-
Continuous Record Asymptotics for Rolling Sample Variance Estimators
-
FOSTER, D. P., AND D. B. NELSON (1995): "Continuous Record Asymptotics for Rolling Sample Variance Estimators," Econometrica, 64, 139-174.
-
(1995)
Econometrica
, vol.64
, pp. 139-174
-
-
Foster, D.P.1
Nelson, D.B.2
-
7
-
-
0003502435
-
-
Cambridge, MA: M.I.T. Press
-
GLEB, A., J. F. KASPER, JR., R. A. NASH, JR., C. F. PRICE, AND A. A. SUTHERLAND, JR. (1974): Applied Optimal Estimation. Cambridge, MA: M.I.T. Press.
-
(1974)
Applied Optimal Estimation
-
-
Gleb, A.1
Kasper Jr., J.F.2
Nash Jr., R.A.3
Price, C.F.4
Sutherland Jr., A.A.5
-
9
-
-
0002148462
-
Central Limit Theorems for Martingales with Discrete or Continuous Time
-
HELLAND, I. S. (1982): "Central Limit Theorems for Martingales with Discrete or Continuous Time," Scandinavian Journal of Statistics, 9, 79-94.
-
(1982)
Scandinavian Journal of Statistics
, vol.9
, pp. 79-94
-
-
Helland, I.S.1
-
10
-
-
84977709229
-
The Pricing of Options on Assets with Stochastic Violatilities
-
HULL, J., AND A. WHITE (1987): "The Pricing of Options on Assets with Stochastic Violatilities," Journal of Finance, 42, 281-300.
-
(1987)
Journal of Finance
, vol.42
, pp. 281-300
-
-
Hull, J.1
White, A.2
-
14
-
-
44049123033
-
Filtering and Forecasting with Misspecified ARCH Models I: Getting the Right Variance with the Wrong Model
-
NELSON, D. B. (1992): "Filtering and Forecasting with Misspecified ARCH Models I: Getting the Right Variance with the Wrong Model," Journal of Econometrics, 25, 61-90.
-
(1992)
Journal of Econometrics
, vol.25
, pp. 61-90
-
-
Nelson, D.B.1
-
16
-
-
0002447828
-
Asymptotic Filtering Theory for Univariate ARCH Models
-
NELSON, D. B., AND D. P. FOSTER (1994): "Asymptotic Filtering Theory for Univariate ARCH Models," Econometrica, 62, 1-41.
-
(1994)
Econometrica
, vol.62
, pp. 1-41
-
-
Nelson, D.B.1
Foster, D.P.2
-
17
-
-
0003164560
-
Positive-Definite Matrices and Their Role in the Study of the Characteristic Roots of Genera Matrices
-
TAUSSKY, O. (1968): "Positive-Definite Matrices and Their Role in the Study of the Characteristic Roots of Genera] Matrices," Advances in Mathematics, 2, 175-186.
-
(1968)
Advances in Mathematics
, vol.2
, pp. 175-186
-
-
Taussky, O.1
-
18
-
-
45949112947
-
Option Values under Stochastic Volatility: Theory and Empirical Estimates
-
WIGGINS, J. B. (1987): "Option Values under Stochastic Volatility: Theory and Empirical Estimates," Journal of Financial Economics, 19, 351-372.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 351-372
-
-
Wiggins, J.B.1
|