Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B25 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B70 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6630487 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
method of simulated moments | |||
| Property / zbMATH Keywords: method of simulated moments / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
moment coverage ratio | |||
| Property / zbMATH Keywords: moment coverage ratio / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
herding | |||
| Property / zbMATH Keywords: herding / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
discrete choice approach | |||
| Property / zbMATH Keywords: discrete choice approach / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
transition probability approach | |||
| Property / zbMATH Keywords: transition probability approach / rank | |||
Normal rank | |||
Revision as of 23:58, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural stochastic volatility in asset pricing dynamics: estimation and model contest |
scientific article |
Statements
Structural stochastic volatility in asset pricing dynamics: estimation and model contest (English)
0 references
28 September 2016
0 references
method of simulated moments
0 references
moment coverage ratio
0 references
herding
0 references
discrete choice approach
0 references
transition probability approach
0 references
