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Results: 1-10 |
Results: 10
FINANCIAL CALCULUS - AN INTRODUCTION TO DERIVATIVE PRICING - BAXTER,M, RENNIE,A
Authors: SORENSEN BE
Citation: Be. Sorensen, FINANCIAL CALCULUS - AN INTRODUCTION TO DERIVATIVE PRICING - BAXTER,M, RENNIE,A, Econometric theory, 14(3), 1998, pp. 365-368
INTERNATIONAL RISK SHARING AND EUROPEAN MONETARY UNIFICATION
Authors: SORENSEN BE YOSHA O
Citation: Be. Sorensen et O. Yosha, INTERNATIONAL RISK SHARING AND EUROPEAN MONETARY UNIFICATION, Journal of international economics, 45(2), 1998, pp. 211-238
WORKER FLOWS AND JOB FLOWS IN DANISH MANUFACTURING, 1980-91
Authors: ALBAEK K SORENSEN BE
Citation: K. Albaek et Be. Sorensen, WORKER FLOWS AND JOB FLOWS IN DANISH MANUFACTURING, 1980-91, Economic journal, 108(451), 1998, pp. 1750-1771
GMM AND QML ASYMPTOTIC STANDARD DEVIATIONS IN STOCHASTIC VOLATILITY MODELS - COMMENTS ON RUIZ (1994)
Authors: ANDERSEN TG SORENSEN BE
Citation: Tg. Andersen et Be. Sorensen, GMM AND QML ASYMPTOTIC STANDARD DEVIATIONS IN STOCHASTIC VOLATILITY MODELS - COMMENTS ON RUIZ (1994), Journal of econometrics, 76(1-2), 1997, pp. 397-403
GMM ESTIMATION OF A STOCHASTIC VOLATILITY MODEL - A MONTE-CARLO STUDY
Authors: ANDERSEN TG SORENSEN BE
Citation: Tg. Andersen et Be. Sorensen, GMM ESTIMATION OF A STOCHASTIC VOLATILITY MODEL - A MONTE-CARLO STUDY, Journal of business & economic statistics, 14(3), 1996, pp. 328-352
A CONTINUOUS-TIME ARBITRAGE-PRICING MODEL WITH STOCHASTIC VOLATILITY AND JUMPS
Authors: HO MS PERRAUDIN WRM SORENSEN BE
Citation: Ms. Ho et al., A CONTINUOUS-TIME ARBITRAGE-PRICING MODEL WITH STOCHASTIC VOLATILITY AND JUMPS, Journal of business & economic statistics, 14(1), 1996, pp. 31-43
FINDING COINTEGRATION RANK IN HIGH-DIMENSIONAL SYSTEMS USING THE JOHANSEN TEST - AN ILLUSTRATION USING DATA-BASED MONTE-CARLO SIMULATIONS
Authors: HO MS SORENSEN BE
Citation: Ms. Ho et Be. Sorensen, FINDING COINTEGRATION RANK IN HIGH-DIMENSIONAL SYSTEMS USING THE JOHANSEN TEST - AN ILLUSTRATION USING DATA-BASED MONTE-CARLO SIMULATIONS, Review of economics and statistics, 78(4), 1996, pp. 726-732
CHANNELS OF INTERSTATE RISK SHARING - UNITED-STATES 1963-1990
Authors: ASDRUBALI P SORENSEN BE YOSHA O
Citation: P. Asdrubali et al., CHANNELS OF INTERSTATE RISK SHARING - UNITED-STATES 1963-1990, The Quarterly journal of economics, 111(4), 1996, pp. 1081-1110
ASYMPTOTIC DISTRIBUTIONS OF THE LEAST-SQUARES ESTIMATORS AND TEST STATISTICS IN THE NEAR UNIT-ROOT MODEL WITH NONZERO INITIAL-VALUE AND LOCAL DRIFT AND TREND
Authors: NABEYA S SORENSEN BE
Citation: S. Nabeya et Be. Sorensen, ASYMPTOTIC DISTRIBUTIONS OF THE LEAST-SQUARES ESTIMATORS AND TEST STATISTICS IN THE NEAR UNIT-ROOT MODEL WITH NONZERO INITIAL-VALUE AND LOCAL DRIFT AND TREND, Econometric theory, 10(5), 1994, pp. 937-966
CONTINUOUS RECORD ASYMPTOTICS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL-EQUATIONS
Authors: SORENSEN BE
Citation: Be. Sorensen, CONTINUOUS RECORD ASYMPTOTICS IN SYSTEMS OF STOCHASTIC DIFFERENTIAL-EQUATIONS, Econometric theory, 8(1), 1992, pp. 28-51
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