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):

Displayed 13 items.

• Inference theory for volatility functional dependencies (Q284294) ‎ (← links)
• Stochastic volatility and stochastic leverage (Q470516) ‎ (← 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)
• 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)
• 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)