Pages that link to "Item:Q1126500"

The following pages link to Volume, volatility, and leverage: A dynamic analysis (Q1126500):

Displaying 14 items.

• Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
• Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
• A semiparametric stochastic volatility model (Q738174) (← links)
• Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
• Explaining bond returns in heterogeneous agent models: The importance of higher-order moments (Q1575613) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• Time reversibility tests of volume-volatility dynamics for stock returns (Q1927371) (← links)
• Cross-correlations between volume change and price change (Q3069234) (← links)
• A nonparametric test of the mixture-of-distributions model (Q4647259) (← links)
• Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (Q4828200) (← links)
• The Estimation of Leverage Effect With High-Frequency Data (Q4975343) (← links)
• State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data (Q5030954) (← links)
• A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)
• Volatility models for stylized facts of high‐frequency financial data (Q6135344) (← links)