Pages that link to "Item:Q1298478"

The following pages link to Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478):

Displaying 23 items.

• Testing normality: a GMM approach (Q261889) (← links)
• On leverage in a stochastic volatility model (Q262831) (← links)
• Robust efficient method of moments (Q265015) (← links)
• Matrix exponential GARCH (Q278044) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Modeling long memory in stock market volatility (Q1588307) (← links)
• A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
• Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
• Moments and Mellin transform of the asset price in Stein and Stein model and option pricing (Q1754533) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Cross-validated SNP density estimates (Q1858960) (← links)
• Robust small sample accurate inference in moment condition models (Q1927103) (← links)
• Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
• Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
• A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
• An analytic approximation of the likelihood function for the Heston model volatility estimation problem (Q3395736) (← links)
• The estimation of a state space model by estimating functions with an application (Q4665350) (← links)
• ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS (Q5257873) (← links)
• Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)