The following pages link to (Q4015733):
Displaying 20 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Testing the martingale difference hypothesis using integrated regression functions (Q1010571) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model (Q1195779) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
