Pages that link to "Item:Q302189"
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The following pages link to Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189):
Displaying 4 items.
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
