Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Ait-Sahalia, Yacine
1998.
Maximum-Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach.
SSRN Electronic Journal ,
Darolles, Serge
and
Laurent, Jean-Paul
2000.
Approximating payoffs and pricing formulas.
Journal of Economic Dynamics and Control,
Vol. 24,
Issue. 11-12,
p.
1721.
Davydov, Dmitry
and
Linetsky, Vadim
2003.
Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach.
Operations Research,
Vol. 51,
Issue. 2,
p.
185.
LINETSKY, VADIM
2004.
THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE.
International Journal of Theoretical and Applied Finance,
Vol. 07,
Issue. 03,
p.
337.
Darolles, Serge
Florens, Jean-Pierre
and
Gouriéroux, Christian
2004.
Kernel-based nonlinear canonical analysis and time reversibility.
Journal of Econometrics,
Vol. 119,
Issue. 2,
p.
323.
Croux, Christophe
Renault, Eric
and
Werker, Bas
2004.
Dynamic factor models.
Journal of Econometrics,
Vol. 119,
Issue. 2,
p.
223.
Peters, Remco T
and
de Vilder, Robin G
2006.
Testing the Continuous Semimartingale Hypothesis for the S&P 500.
Journal of Business & Economic Statistics,
Vol. 24,
Issue. 4,
p.
444.
Linetsky, Vadim
2007.
Financial Engineering.
Vol. 15,
Issue. ,
p.
223.
Chen, Xiaohong
Hansen, Lars Peter
and
Scheinkman, José
2009.
Nonlinear principal components and long-run implications of multivariate diffusions.
The Annals of Statistics,
Vol. 37,
Issue. 6B,
Kristensen, Dennis
2010.
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models.
Journal of Econometrics,
Vol. 156,
Issue. 2,
p.
239.
Aït-Sahalia, Yacine
Hansen, Lars Peter
and
Scheinkman, José A.
2010.
Handbook of Financial Econometrics: Tools and Techniques.
p.
1.
Hill, Jonathan B.
and
Aguilar, Mike
2011.
Moment Condition Tests for Heavy-Tailed Time Series.
SSRN Electronic Journal,
Hill, Jonathan B.
and
Aguilar, Mike
2013.
Moment condition tests for heavy tailed time series.
Journal of Econometrics,
Vol. 172,
Issue. 2,
p.
255.