Financial risk modelling and econometric inference.

Christensen, Bent Jesper . Acta Applicandae Mathematicae 2003. 78 (1-3) :73-85

Locate this article in:

Bibtex

@article{CIS-206239,
  Author = {Christensen, Bent Jesper},
  Title = {Financial risk modelling and econometric inference.},
  Journal = {Acta Applicandae Mathematicae},
  Volume = {78},
  Number = {1-3},
  Year = {2003},
  Pages = {73--85},
  Keywords = {Efficiency, Sufficient statistics, Optimal stopping, Uncertainty, Separate inference, mathematical finance, volatility, initial value problems, second order parabolic equations, Factor analysis, etc., Dynamic programming method, infinite-dimensional problems, Processes with indepen}
}

Similar articles