Pages that link to "Item:Q4233510"

The following pages link to ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES (Q4233510):

Displayed 8 items.

• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) ‎ (← links)
• Volume, volatility, and leverage: A dynamic analysis (Q1126500) ‎ (← links)
• Overparameterization in the seminonparametric density estimation (Q1274179) ‎ (← links)
• Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) ‎ (← links)
• The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) ‎ (← links)
• Doubly penalized likelihood estimator in heteroscedastic regression (Q1771433) ‎ (← links)
• Conservative delta hedging. (Q1884835) ‎ (← links)
• Model misspecification analysis for bond options and Markovian hedging strategies (Q2462883) ‎ (← links)