Pages that link to "Item:Q1372927"
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The following pages link to Estimation of stochastic volatility models with diagnostics (Q1372927):
Displayed 14 items.
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Notes on financial econometrics (Q1841088) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- Moments and dynamic structure of a time‐varying parameter stochastic volatility in mean model (Q4416012) (← links)
- EFFICIENT METHOD OF MOMENTS IN MISSPECIFIED I.I.D. MODELS (Q4653560) (← links)
- LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (Q4817431) (← links)
- Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (Q4828200) (← links)
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142) (← links)
- Evidence of Markov properties of high frequency exchange rate data (Q5942416) (← links)