| Publication | Date of Publication | Type |
|---|
| Local SIML estimation of some Brownian and jump functionals under market micro-structure noise | 2022-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5045528 | 2022-11-04 | Paper |
| A robust-filtering method for noisy non-stationary multivariate time series with econometric applications | 2021-12-17 | Paper |
| Detecting factors of quadratic variation in the presence of market microstructure noise | 2021-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5011451 | 2021-08-27 | Paper |
| Comparing estimation methods of non-stationary errors-in-variables models | 2020-08-26 | Paper |
| Simultaneous multivariate Hawkes-type point processes and their application to financial markets | 2019-10-18 | Paper |
| Effects of jumps and small noise in high-frequency financial econometrics | 2018-12-03 | Paper |
| Separating information maximum likelihood method for high-frequency financial data | 2018-07-18 | Paper |
| The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling | 2017-08-17 | Paper |
| Some properties of the LIML estimator in a dynamic panel structural equation | 2016-08-15 | Paper |
| On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments | 2016-08-12 | Paper |
| On the asymptotic optimality of the LIML estimator with possibly many instruments | 2016-08-04 | Paper |
| The limited information maximum likelihood approach to dynamic panel structural equation models | 2015-02-06 | Paper |
| Measurement errors and statistics | 2014-11-18 | Paper |
| An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity | 2012-12-27 | Paper |
| The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise | 2011-06-17 | Paper |
| Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations | 2009-06-24 | Paper |
| Pricing options under stochastic interest rates: a new approach | 2009-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3616647 | 2009-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5486566 | 2006-09-11 | Paper |
| On validity of the asymptotic expansion approach in contingent claim analysis | 2004-03-21 | Paper |
| ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH | 2003-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548484 | 2002-08-26 | Paper |
| The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims | 2001-03-29 | Paper |
| Pricing Options With Curved Boundaries1 | 1997-08-31 | Paper |
| SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL | 1997-01-14 | Paper |
| Asymptotic robustness of tests of overidentification and predeterminedness | 1994-06-29 | Paper |
| Tests of overidentification and predeterminedness in simultaneous equation models | 1993-02-04 | Paper |
| Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances | 1992-06-28 | Paper |
| A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766648 | 1986-01-01 | Paper |
| Properties of Predictors in Misspecified Autoregressive Time Series Models | 1985-01-01 | Paper |
| Asymptotic bias of the least squares estimator for multivariate autoregressive models | 1984-01-01 | Paper |
| Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations | 1983-01-01 | Paper |
| Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system | 1982-01-01 | Paper |
| Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator | 1982-01-01 | Paper |
| Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations | 1980-01-01 | Paper |
| Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences | 1980-01-01 | Paper |
