Pages that link to "Item:Q1398981"

The following pages link to Spectral GMM estimation of continuous-time processes (Q1398981):

Displayed 13 items.

• MIDAS Regressions: Further Results and New Directions (Q130725) ‎ (← links)
• Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) ‎ (← links)
• Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions (Q929715) ‎ (← links)
• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) ‎ (← links)
• Alternative models for stock price dynamics. (Q1398979) ‎ (← links)
• On the functional estimation of jump-diffusion models. (Q1398983) ‎ (← links)
• Empirical reverse engineering of the pricing kernel. (Q1398984) ‎ (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) ‎ (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) ‎ (← links)
• A note on Bayesian identification of change points in data sequences (Q2384592) ‎ (← links)
• A new approach for option pricing under stochastic volatility (Q2425553) ‎ (← links)
• Empirical Characteristic Function Estimation and Its Applications (Q3157837) ‎ (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) ‎ (← links)