Clustering of discretely observed diffusion processes
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- Alessandro De Gregorio & Stefano Maria Iacus, 2008. "Clustering of discretely observed diffusion processes," Papers 0809.3902, arXiv.org.
- Alessandro De Gregorio & Stefano Iacus, 2008. "Clustering of discretely observed diffusion processes," UNIMI - Research Papers in Economics, Business, and Statistics unimi-1077, Universitá degli Studi di Milano.
References listed on IDEAS
- Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar, 1998. "Spectral methods for identifying scalar diffusions," Journal of Econometrics, Elsevier, vol. 86(1), pages 1-32, June.
- Alonso, A.M. & Berrendero, J.R. & Hernandez, A. & Justel, A., 2006. "Time series clustering based on forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 762-776, November.
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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- Gobet, Emmanuel & Hoffmann, Marc & Reiß, Markus, 2002. "Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed," SFB 373 Discussion Papers 2002,57, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Ait-Sahalia, Yacine, 1996.
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- Otranto, Edoardo, 2008.
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- repec:eee:insuma:v:79:y:2018:i:c:p:124-136 is not listed on IDEAS
- Stefano Maria Iacus & Giuseppe Porro, 2014.
"Does European Monetary Union make inflation dynamics more uniform?,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 21(6), pages 391-396, April.
- Stefano IACUS & Giuseppe PORRO, 2013. "Does European Monetary Union make inflation dynamics more uniform?," Departmental Working Papers 2013-12, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
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