Pages that link to "Item:Q4284147"
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The following pages link to Asymptotic Filtering Theory for Univariate Arch Models (Q4284147):
Displayed 22 items.
- Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
- Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
- Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
- Range reliability in random walks (Q1361028) (← links)
- Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)
- Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
- Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
- Estimation of stochastic volatility in the Hull-White model (Q4541594) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)
