Pages that link to "Item:Q302180"
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The following pages link to A two-stage realized volatility approach to estimation of diffusion processes with discrete data (Q302180):
Displaying 9 items.
- A regularized bridge sampler for sparsely sampled diffusions (Q746239) (← links)
- Random coefficient continuous systems: testing for extreme sample path behavior (Q1740293) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Empirical \(L^2\)-distance test statistics for ergodic diffusions (Q2316339) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- On Gaussian HJM framework for Eurodollar Futures (Q2862428) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- Quasi‐maximum likelihood estimation of discretely observed diffusions (Q3018504) (← links)
- Quasi-maximum likelihood estimation of multivariate diffusions (Q5881686) (← links)
