34 research outputs found
Maximum likelihood and Gaussian estimation of continuous time models in finance
Ministry of Education, Singapore under its Academic Research Funding Tier
Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance
Published in Handbook of financial time series, 2008, https://doi.org/10.1007/978-3-540-71297-8_22</p
Choice determinants of the mobility in the Dutch health insurance market
Health care insurer, Switching, Choice determinants, Logit model, Marginal effects, I10, I11, C25,
The Performance of Structural Change Tests
Chow test, Wald test, heteroscedasticity, inflation persistence, structural change,