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Annals of finance
Statistical Inference for Stochastic Processes
Physica A: Statistical Mechanics and its Applications
33
CESifo Working Paper
17
European journal of operational research : EJOR
16
Journal of economic dynamics & control
13
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1
No-arbitrage conditions and pricing from discrete-time to
continuous-time
strategies
Cherif, Dorsaf
;
Lépinette, Emmanuel
- In:
Annals of finance
19
(
2023
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10014326684
Saved in:
2
Relative performance concerns among investment managers
Whitmeyer, Mark
- In:
Annals of finance
15
(
2019
)
2
,
pp. 205-231
Persistent link: https://www.econbiz.de/10012058222
Saved in:
3
Inconspicuousness and obfuscation : how large shareholders dynamically manipulate output and information for trading purposes
Taub, Bart
- In:
Annals of finance
14
(
2018
)
4
,
pp. 429-464
Persistent link: https://www.econbiz.de/10012268311
Saved in:
4
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of finance
9
(
2013
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
Saved in:
5
Continuous equilibrium in affine and information-based capital asset pricing models
Horst, Ulrich
;
Kupper, Michael
;
Macrina, Andrea
; …
- In:
Annals of finance
9
(
2013
)
4
,
pp. 725-755
Persistent link: https://www.econbiz.de/10010196576
Saved in:
6
On parameter estimation of threshold autoregressive models
Chan, Ngai
;
Kutoyants, Yury
- In:
Statistical Inference for Stochastic Processes
15
(
2012
)
1
,
pp. 81-104
Persistent link: https://www.econbiz.de/10010539196
Saved in:
7
A simple estimator for discrete-time samples from affine stochastic delay differential equations
Küchler, Uwe
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 125-132
Persistent link: https://www.econbiz.de/10008456194
Saved in:
8
Maximum likelihood estimator for hidden Markov models in
continuous
time
Chigansky, Pavel
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10005004376
Saved in:
9
Discrete Periodic Sampling with Jitter and Almost Periodically Correlated Processes
Dehay, Dominique
;
Monsan, Vincent
- In:
Statistical Inference for Stochastic Processes
10
(
2007
)
3
,
pp. 223-253
Persistent link: https://www.econbiz.de/10005184572
Saved in:
10
On Time-Reversibility and Estimating Functions for Markov Processes
Kessler, Mathieu
;
Sørensen, Michael
- In:
Statistical Inference for Stochastic Processes
8
(
2005
)
1
,
pp. 95-107
Persistent link: https://www.econbiz.de/10005616014
Saved in:
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