Pages that link to "Item:Q301970"

The following pages link to Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970):

Displaying 30 items.

• Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
• Inference theory for volatility functional dependencies (Q284294) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Long-term time-dependent stochastic modelling of extreme waves (Q2331258) (← links)
• On non-negative modeling with CARMA processes (Q2633848) (← links)
• COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA (Q2786036) (← links)
• Dependence Estimation for High-frequency Sampled Multivariate CARMA Models (Q2791841) (← links)
• Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
• INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• Evolution of high-frequency systematic trading: a performance-driven gradient boosting model (Q4619504) (← links)
• Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)