Pages that link to "Item:Q1931045"
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The following pages link to Inference procedures for stable-Paretian stochastic volatility models (Q1931045):
Displaying 3 items.
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
