Pages that link to "Item:Q1927140"
From MaRDI portal
The following pages link to Applications of the characteristic function-based continuum GMM in finance (Q1927140):
Displayed 6 items.
- The indirect continuous-GMM estimation (Q1623544) (← links)
- The split-SV model (Q1659144) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)