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Journal of Financial Econometrics Volume 8 Issue 4

Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation

Carr, Peter

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

MCMC Estimation of the COGARCH(1,1) Model

Müller, Gernot

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions

Stramer, Osnat

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Estimation and Inference in ARCH Models in the Presence of Outliers

Gregory, Allan W.

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions

Min, Aleksey

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

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Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010

Follow Journal of Financial Econometrics , Volume 8 (4) Oxford University Press – Oct 1, 2010