Pages that link to "Item:Q3839571"
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The following pages link to Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (Q3839571):
Displayed 22 items.
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- A simple measure for examining the proxy problem of the short-rate (Q841846) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- The bias in Black-Scholes/Black implied volatility: an analysis of equity and energy markets (Q867122) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- Semi-nonparametric cointegration testing (Q1867722) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- Modeling the term structure of interest rates with general diffusion processes: a moment approximation approach (Q2271607) (← links)
- Inference for stochastic volatility models using time change transformations (Q2380088) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION (Q3580636) (← links)
- TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)