Pages that link to "Item:Q1927109"

The following pages link to Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109):

Displaying 7 items.

• Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
• The split-SV model (Q1659144) (← links)
• 2-tuple linguistic soft set and its application to group decision making (Q1708737) (← links)
• Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
• Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
• Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
• ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS (Q5257873) (← links)