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TESTING FOR THE MARKOV PROPERTY IN TIME SERIES. (2012). Hong, Yongmiao ; Chen, Bin.
In: Econometric Theory.
RePEc:cup:etheor:v:28:y:2012:i:01:p:130-178_00.

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  2. Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga.
    In: Journal of International Financial Markets, Institutions and Money.
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  3. Modelling and analysis of healthcare inventory management systems. (2019). Saha, Esha ; Ray, Pradip Kumar.
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  4. Ratings matter: announcements in times of crisis and the dynamics of stock markets. (2019). Rosati, Nicoletta ; Bellia, Mario ; Oliviera, Vasco ; Matos, Pedro Verga.
    In: Working Papers.
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  5. Functional Ross recovery: Theoretical results and empirical tests. (2019). Maurer, Raimond ; Dillschneider, Yannick.
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  6. Testing conditional independence via empirical likelihood. (2014). Su, Liangjun ; White, Halbert.
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  7. Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach. (2013). SONG, ZHAOGANG ; Chen, Bin.
    In: Journal of Econometrics.
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  32. Modeling the term structure of interest rates: A new approach. (2004). Kimmel, Robert L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:72:y:2004:i:1:p:143-183.

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  33. General equilibrium real and nominal interest rates. (2004). lioui, abraham ; Poncet, Patrice .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:7:p:1569-1595.

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  34. Nonlinearity in the Term Structure. (2004). Kim, Dong Heon.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:440.

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  35. A selective overview of nonparametric methods in financial econometrics. (2004). Fan, Jianqing.
    In: Papers.
    RePEc:arx:papers:math/0411034.

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  36. Nonparametric Methods in Continuous-Time Finance: A Selective Review. (2003). Hong, Yongmiao ; CAI, ZONGWU.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200315.

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  37. Quasi-maximum likelihood estimates of Kiwi short-term interest rate. (2003). Treepongkaruna, Sirimon.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:937-942.

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  38. Itô conditional moment generator and the estimation of short rate processes. (2003). Zhou, Hao.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-32.

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  39. Linear-Quadratic Jump-Diffusion Modelling with Application to Stochastic Volatility. (2003). Scaillet, Olivier.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2003-29.

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  40. Likelihood-based specification analysis of continuous-time models of the short-term interest rate. (2003). Durham Garland B., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:70:y:2003:i:3:p:463-487.

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  41. Term structure estimation from on-the-run Treasuries. (2003). Jordan, James V. ; Mansi, Sattar A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:8:p:1487-1509.

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  42. Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds. (2003). Bali, Turan G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:2:p:201-228.

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  43. Fixed-income pricing. (2003). Singleton, Kenneth J. ; Dai, Qiang.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-20.

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  44. Robust GMM analysis of models for the short rate process. (2003). Trojani, Fabio ; Dell'Aquila, Rosario, ; Ronchetti, Elvezio .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:10:y:2003:i:3:p:373-397.

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  45. Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets. (2002). Santa-Clara, Pedro ; Brandt Michael W., ; Pedro, Santa-Clara.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:63:y:2002:i:2:p:161-210.

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  46. The surprise element: jumps in interest rates. (2002). Das, Sanjiv.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:106:y:2002:i:1:p:27-65.

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  47. Short rate nonlinearities and regime switches. (2002). Bekaert, Geert ; Ang, Andrew.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1243-1274.

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  48. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets. (2001). Santa-Clara, Pedro ; Brandt, Michael W..
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0274.

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  49. Short and Long Memory in Equilibrium Interest Rate Dynamics. (2001). Duan, Jin-Chuan ; Jacobs, Kris.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-22.

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  50. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2000). Mele, Antonio.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2000-39.

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