The following pages link to (Q4368993):
Displaying 4 items.
- Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (Q652384) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- Testing for a slowly changing level with special reference to stochastic volatility (Q1305654) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
