Pages that link to "Item:Q1929062"

The following pages link to Nonparametric estimation of stochastic volatility models (Q1929062):

Displaying 15 items.

• Nonparametric specification tests for stochastic volatility models based on volatility density (Q494406) (← links)
• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence (Q2245957) (← links)
• Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
• Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS (Q3632415) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
• NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
• Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)