Pages that link to "Item:Q1929062"
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The following pages link to Nonparametric estimation of stochastic volatility models (Q1929062):
Displayed 4 items.
- Nonparametric estimation for stochastic volatility models (Q2430253) (← 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 FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)