Pages that link to "Item:Q3142745"
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The following pages link to Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745):
Displayed 50 items.
- Stability of stochastic optimal growth models: a new approach (Q1779808) (← links)
- Parameter estimation in stochastic scenario generation systems (Q1806616) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Notes on financial econometrics (Q1841088) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Maximum likelihood estimation of time-inhomogeneous diffusions. (Q1871562) (← links)
- Simulation-based estimation of dynamic models with continuous equilibrium solutions (Q1877831) (← links)
- Pricing and hedging long-term options (Q1969824) (← links)
- On the informational role of term structure in the US monetary policy rule (Q1994288) (← links)
- The expected real return to equity (Q1994293) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
- Gaussian clustering and jump-diffusion models of electricity prices: a deep learning analysis (Q2064632) (← links)
- Incentive-driven inattention (Q2088279) (← links)
- Stock prices and the risk-free rate: an internal rationality approach (Q2246586) (← links)
- Consistency properties of a simulation-based estimator for dynamic processes (Q2268725) (← links)
- Indirect inference with a non-smooth criterion function (Q2330740) (← links)
- Investor expectations, earnings management, and asset prices (Q2338394) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- Parametric continuity of stationary distributions (Q2385115) (← links)
- Simulated minimum distance estimation of dynamic models with errors-in-variables (Q2399532) (← links)
- Stochastic volatility duration models (Q2439049) (← links)
- Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions (Q2439860) (← links)
- ARCH models as diffusion approximations (Q2640240) (← links)
- A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model (Q2655624) (← links)
- Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market (Q2658782) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- BOUNDING TAIL PROBABILITIES IN DYNAMIC ECONOMIC MODELS (Q2907909) (← links)
- HOUSING OVER TIME AND OVER THE LIFE CYCLE: A STRUCTURAL ESTIMATION (Q2956892) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (Q3102909) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- An analytic approximation of the likelihood function for the Heston model volatility estimation problem (Q3395736) (← links)
- Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- Encompassing and indirect inference (Q3598288) (← links)
- On the resolution of the Vasicek-type interest rate model (Q3646089) (← links)
- OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL (Q4226865) (← links)
- A TEST OF A GENERAL EQUILIBRIUM STOCK OPTION PRICING MODEL (Q4372018) (← links)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033) (← links)
- DYNAMIC FACTOR MODELS (Q4471130) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
- METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)