1. Closed-form approximations of moments and densities of continuous–time Markov models. (2024). Kristensen, Dennis ; Mele, Antonio ; Lee, Young Jun.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001404.

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2. International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245.

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3. Closed-form approximations of moments and densities of continuous-time Markov models. (2023). Mele, Antonio ; Kristensen, Dennis ; Lee, Young Jun.
   In: Papers.
   RePEc:arx:papers:2308.09009.

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4. Contrast estimation for noisy observations of diffusion processes via closed-form density expansions. (2022). el Kolei, Salima ; Navarro, Fabien.
   In: Statistical Inference for Stochastic Processes.
   RePEc:spr:sistpr:v:25:y:2022:i:2:d:10.1007_s11203-021-09256-2.

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5. International stochastic discount factors and covariance risk. (2021). Branger, Nicole ; Herold, Michael ; Muck, Matthias.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:123:y:2021:i:c:s037842662030279x.

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6. Can interest rate factors explain exchange rate fluctuations?. (2021). Yung, Julieta.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:61:y:2021:i:c:p:34-56.

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7. Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:223:y:2021:i:1:p:251-275.

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8. Does the Lending Rate Impact ETFs Prices?. (2019). Avellaneda, Marco ; de Genaro, Alan.
   In: Brazilian Review of Econometrics.
   RePEc:sbe:breart:v:38:y:2019:i:2:a:31732.

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9. On the calibration of the 3/2 model. (2019). Gudmundsson, Hilmar ; Vyncke, David.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:276:y:2019:i:3:p:1178-1192.

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10. Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data. (2019). Lee, Kyungsub ; Ki, Byoung.
    In: Papers.
    RePEc:arx:papers:1908.05089.

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11. Bayesian inference of the fractional Ornstein–Uhlenbeck process under a flow sampling scheme. (2018). Tsionas, Mike ; Simos, Theodore.
    In: Computational Statistics.
    RePEc:spr:compst:v:33:y:2018:i:4:d:10.1007_s00180-018-0799-6.

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12. Does the Lending Rate Impact ETFs Prices?. (2018). Avellaneda, Marco ; de Genaro, Alan.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:38:y:2018:i:2:a:31732.

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13. International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25206.

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14. Taking the Cochrane-Piazzesi Term Structure Model Out of Sample: More Data, Additional Currencies, and FX Implications. (2018). Hodrick, Robert ; Tomunen, Tuomas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25092.

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15. A Multi-Factor Transformed Diffusion Model with Applications to VIX and VIX Futures. (2018). JAWADI, Fredj ; Li, Yuyi ; Bu, Ruijun.
    In: Research Papers.
    RePEc:liv:livedp:20183.

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16. Interest rate volatility, the yield curve, and the macroeconomy. (2018). Konchitchki, Yaniv ; Joslin, Scott.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:128:y:2018:i:2:p:344-362.

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17. International yield curves and currency puzzles. (2018). Creal, Drew ; Chernov, Mikhail.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13252.

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18. Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data. (2017). Lee, Kyungsub ; Ki, Byoung.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:79:y:2017:i:c:p:154-183.

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19. Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions. (2017). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-33.

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20. Information theory for maximum likelihood estimation of diffusion models. (2016). Choi, Hwan-sik.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:191:y:2016:i:1:p:110-128.

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21. Estimating the Parameters of Stochastic Volatility Models Using Option Price Data. (2015). Hurn, Stan ; Lindsay, K A ; McClelland, A J.
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:4:p:579-594.

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22. International financial transmission of the Feds monetary policy. (2014). Mirkov, Nikola.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:7:y:2014:i:2:p:7-49.

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23. Investors and Central Banks Uncertainty Embedded in Index Options. (2014). Veronesi, Pietro ; David, Alexander.
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:27:y:2014:i:6:p:1661-1716..

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24. Macroeconomic fundamentals and the exchange rate dynamics: A no-arbitrage macro-finance approach. (2014). Li, Junye ; Yin, Weiwei.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:41:y:2014:i:c:p:46-64.

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25. Out-of-sample density forecasts with affine jump diffusion models. (2014). Yun, Jaeho.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:47:y:2014:i:c:p:74-87.

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26. Some Recent Developments in Nonparametric Finance. (2013). CAI, ZONGWU ; Hong, Yongmiao.
    In: Working Papers.
    RePEc:wyi:wpaper:002011.

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27. Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri. (2013). Hong, Yongmiao ; Chen, Bin.
    In: Working Papers.
    RePEc:wyi:wpaper:001992.

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28. A Simulation Test for Continuous-Time Models. (2013). Hong, Yongmiao ; Yun, Jaeho.
    In: Working Papers.
    RePEc:wyi:wpaper:001985.

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29. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2013). Veronesi, Pietro ; David, Alexander.
    In: Journal of Political Economy.
    RePEc:ucp:jpolec:doi:10.1086/671799.

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30. Parameter estimation in stochastic differential equations with Markov chain Monte Carlo and non-linear Kalman filtering. (2013). Sarkka, Simo ; Mbalawata, Isambi ; Haario, Heikki.
    In: Computational Statistics.
    RePEc:spr:compst:v:28:y:2013:i:3:p:1195-1223.

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31. Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach. (2013). SONG, ZHAOGANG ; Chen, Bin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:1:p:83-107.

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32. International Financial Transmission of the US Monetary Policy: An Empirical Assessment. (2012). Mirkov, Nikola.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:01.

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33. Properties of Foreign Exchange Risk Premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: Working Paper series.
    RePEc:rim:rimwps:10_12.

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34. Crash Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:753.

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35. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18646.

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36. Generalized Look-Ahead Methods for Computing Stationary Densities. (2012). Li, Huiyu ; Stachurski, John ; Braun, Anton R.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:37:y:2012:i:3:p:489-500.

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37. Variance risk premiums and the forward premium puzzle. (2012). Zhou, Hao ; Londono, Juan M..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1068.

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38. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2012). Taboga, Marco ; Pericoli, Marcello.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:22:y:2012:i:1:p:42-65.

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39. Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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40. Estimation of dynamic models with nonparametric simulated maximum likelihood. (2012). Shin, Yongseok ; Kristensen, Dennis.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:167:y:2012:i:1:p:76-94.

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41. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8745.

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42. An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks. (2012). Diez de los Rios, Antonio ; Bauer, Gregory.
    In: Staff Working Papers.
    RePEc:bca:bocawp:12-5.

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43. Investors and Central Banks Uncertainty Embedded in Index Options. (2011). Veronesi, Pietro ; David, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16764.

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44. Testing option pricing models: complete and incomplete markets. (2011). Verchenko, Olesia.
    In: Discussion Papers.
    RePEc:kse:dpaper:38.

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45. Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis. (2011). Hayes, Dermot ; Du, Xiaodong ; Yu, Cindy L..
    In: Energy Economics.
    RePEc:eee:eneeco:v:33:y:2011:i:3:p:497-503.

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46. Generalized spectral testing for multivariate continuous-time models. (2011). Hong, Yongmiao ; Chen, Bin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:2:p:268-293.

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47. A martingale approach for testing diffusion models based on infinitesimal operator. (2011). SONG, ZHAOGANG.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:2:p:189-212.

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48. A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates. (2011). Ng, David ; LI, HAITAO ; Egorov, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:1:p:55-70.

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49. Quasi‐maximum likelihood estimation of discretely observed diffusions. (2011). Huang, Xiao.
    In: Econometrics Journal.
    RePEc:ect:emjrnl:v:14:y:2011:i:2:p:241-256.

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50. Properties of Foreign Exchange Risk Premiums. (2011). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8503.

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51. Generalized Look-Ahead Methods for Computing Stationary Densities. (2011). Stachurski, John ; Li, Huiyu ; Braun, R..
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:2011-558.

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52. Properties of Foreign Exchange Risk Premia. (2010). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: MPRA Paper.
    RePEc:pra:mprapa:21302.

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53. Dynamics of Biofuel Stock Prices: A Bayesian Approach. (2010). Hayes, Dermot ; Du, Xiaodong ; Yu, Cindy L.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201001010800001519.

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54. Estimating affine multifactor term structure models using closed-form likelihood expansions. (2010). Ait-Sahalia, Yacine ; Kimmel, Robert L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:1:p:113-144.

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55. Efficient importance sampling maximum likelihood estimation of stochastic differential equations. (2010). Rossi, Eduardo ; Pastorello, S..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2753-2762.

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56. Computing Densities: A Conditional Monte Carlo Estimator. (2009). Stachurski, John ; Li, Huiyu ; Braun, R..
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf678.

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57. International asset returns and exchange rates. (2009). Li, Yuming ; Zhong, Maosen.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:15:y:2009:i:3:p:263-285.

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58. Modelling Multivariate Interest Rates using Time-Varying Copulas and Reducible Non-Linear Stochastic Differential. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Economics Working Papers.
    RePEc:qub:wpaper:0902.

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59. Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices. (2009). Polson, Nicholas G. ; Johannes, Michael S. ; Stroud, Jonathan R..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:22:y:2009:i:7:p:2559-2599.

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60. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2009). Veronesi, Pietro ; David, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15563.

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61. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00408014.

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62. Stock market liberalization and international risk sharing. (2009). Wu, Shu ; Iwata, Shigeru.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:3:p:461-476.

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63. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:21-32.

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64. A two-stage realized volatility approach to estimation of diffusion processes with discrete data. (2009). Yu, Jun ; Phillips, Peter ; Phillips, Peter C. B., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:2:p:139-150.

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65. The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach. (2009). T, Thuy-Duong, ; Hung, Hing.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:53:y:2009:i:6:p:2075-2088.

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66. Computing Densities: A Conditional Monte Carlo Estimator. (2009). Stachurski, John ; Li, Huiyu ; Braun, R..
    In: CARF F-Series.
    RePEc:cfi:fseres:cf181.

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67. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
    In: MPRA Paper.
    RePEc:pra:mprapa:9523.

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68. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
    In: Economics Papers.
    RePEc:nuf:econwp:0804.

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69. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Carr, Peter ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

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70. Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions. (2008). Ait-Sahalia, Yacine ; Kimmel, Robert L..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-19.

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71. Simulation-based Estimation of Contingent-claims Prices. (2008). Yu, Jun ; Phillips, Peter ; Peter C. B. Phillips, .
    In: Finance Working Papers.
    RePEc:eab:financ:22473.

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72. Volatility, Jumps and Predictability of Returns: a Sequential Analysis. (2008). Raggi, Davide ; Bordignon, S..
    In: Working Papers.
    RePEc:bol:bodewp:636.

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73. Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood. (2008). Shin, Yongseok ; Kristensen, Dennis.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-58.

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74. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2007). Wu, Shu.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:423-442.

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75. Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0734.

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76. Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0733.

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77. Asymptotics of an Efficient Monte Carlo Estimation for the Transition Density of Diffusion Processes. (2007). Stramer, Osnat ; Yan, Jun.
    In: Methodology and Computing in Applied Probability.
    RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9006-2.

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78. Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation. (2007). Hurn, Stan ; Lindsay, K. ; Jeisman, J..
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2007-3.

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79. Limits to international arbitrage: an empirical evaluation. (2007). Dewachter, Hans ; Smedts, Kristien.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:273-285.

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80. Stochastic Discount Factor Approach to International Risk-Sharing: A Trilateral Framework. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: EcoMod2007.
    RePEc:ekd:000239:23900031.

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81. The spirit of capitalism, asset pricing and growth in a small open economy. (2007). Kenc, Turalay ; Dibooglu, Selahattin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:8:p:1378-1402.

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82. Market price of risk specifications for affine models: Theory and evidence. (2007). Kimmel, Robert L. ; Cheridito, Patrick ; Filipovic, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:1:p:123-170.

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83. Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan. (2007). Yu, Jialin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1245-1280.

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84. A simple approach to the parametric estimation of potentially nonstationary diffusions. (2007). Phillips, Peter ; Bandi, Federico M..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:137:y:2007:i:2:p:354-395.

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85. Simulation-based Estimation of Contingent-claims Prices. (2007). Yu, Jun ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1596.

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86. Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey. (2007). nci, Ahmet Can .
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
    RePEc:boz:journl:v:21:y:2007:i:1+2:p:1-20.

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87. Exchange Rates and the Conversion of Currency‐Specific Risk Premia. (2007). Rudolf, Markus ; Eisenberg, Astrid .
    In: European Financial Management.
    RePEc:bla:eufman:v:13:y:2007:i:4:p:672-701.

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88. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-21.

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89. Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage. (2006). Dong, Sen.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:875.

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90. Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation. (2006). Hurn, Stan.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006-01.

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91. Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations. (2006). Hurn, Stan.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006.

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92. Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2. (2006). Hurn, Stan ; Lindsay, K. A. ; Jeisman, J..
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2006-2.

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93. International risk sharing is better than you think, or exchange rates are too smooth. (2006). Santa-Clara, Pedro ; Cochrane, John ; Brandt, Michael W..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:4:p:671-698.

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94. Estimation of continuous-time models with an application to equity volatility dynamics. (2006). OU-YANG, HUI ; ju, nengjiu ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:1:p:227-249.

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95. Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?. (2006). LI, HAITAO ; Hong, Yongmiao ; Egorov, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:255-284.

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96. Asymptotic properties of Monte Carlo estimators of diffusion processes. (2006). Rindisbacher, Marcel ; Garcia, René ; Detemple, Jerome.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:1:p:1-68.

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97. Approximating volatility diffusions with CEV-ARCH models. (2006). Mele, Antonio ; Fornari, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:6:p:931-966.

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98. A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete. (2006). Yu, Jun ; Phillips, Peter ; Peter C. B. Phillips, .
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99. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
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100. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
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101. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
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102. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
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103. Term structure of interest models: concept and estimation problem in a continuous-time setting. (2005). Di Miscia, Orazio.
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104. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
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105. Estimation of Jump-Diffusion Process vis Empirical Characteristic Function. (2005). Rockinger, Michael ; Semenova, Maria.
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106. Inference and Intraday Analysis of Diversified World Stock Indices. (2004). Kelly, Leah.
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107. Inference and Intraday Analysis of Diversified World Stock Indices. (2004). Kelly, Leah.
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108. Likelihood based inference for diffusion driven models. (2004). Shephard, Neil ; Chib, Siddhartha ; Pitt, Michael K.
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109. Market Price of Risk Specifications for Affine Models: Theory and Evidence. (2004). Cheridito, Patrick ; Filipovic, Damir.
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110. International Capital Markets and Foreign Exchange Risk. (2004). Brennan, Michael ; Xia, Yihong .
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111. Nonparametric Methods in Continuous-Time Finance: A Selective Review. (2003). Hong, Yongmiao ; CAI, ZONGWU.
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112. Nonlinear Mean Reversion in the Short-Term Interest Rate. (2003). Jones, Christopher S..
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113. Term Structure Dynamics in Theory and Reality. (2003). Singleton, Kenneth ; Dai, Qiang.
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114. Likelihood-based specification analysis of continuous-time models of the short-term interest rate. (2003). Durham Garland B., .
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115. The dynamics of stochastic volatility: evidence from underlying and options markets. (2003). Jones, Christopher S..
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116. Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions. (2003). Ghysels, Eric ; Florens, Jean-Pierre ; Chernov, Mikhail ; Carrasco, Marine.
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117. Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions. (2002). Ait-Sahalia, Yacine ; Kimmel, Robert.
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118. Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions. (2002). Florens, Jean-Pierre ; Chernov, Mikhail ; Carrasco, Marine ; Ghysels, Eric.
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2. Forecasts of U.S. short-term interest rates: a flexible forecast combination approach. (2007). Guidolin, Massimo ; Timmerman, Allan.
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8. Nonparametric estimation of diffusion process: a closer look. (2005). Di Miscia, Orazio.
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