Pages that link to "Item:Q457263"
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The following pages link to Simulated likelihood inference for stochastic volatility models using continuous particle filtering (Q457263):
Displayed 10 items.
- A generalised stochastic volatility in mean VAR (Q1626966) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Asymptotic analysis of model selection criteria for general hidden Markov models (Q1994901) (← links)
- A novel particle filter for extended target tracking with random hypersurface model (Q2139798) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- Modelling the joint behaviour of electricity prices in interconnected markets (Q5139244) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- Estimating \(\operatorname{GARCH}(1, 1)\) in the presence of missing data (Q6138583) (← links)