Pages that link to "Item:Q278198"

The following pages link to Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility (Q278198):

Displaying 8 items.

• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
• Exact simulation of IG-OU processes (Q1042535) (← links)
• Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)