Pages that link to "Item:Q4812841"

The following pages link to A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering (Q4812841):

Displaying 22 items.

• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• A branching particle approximation to a filtering micromovement model of asset price (Q453787) (← links)
• Stability of the filter with Poisson observations (Q500868) (← links)
• Modeling discrete stock price changes using a mixture of Poisson distributions (Q530377) (← links)
• Pricing credit derivatives under incomplete information: a nonlinear-filtering approach (Q650766) (← links)
• Weak convergence for a type of conditional expectation: application to the inference for a class of asset price models (Q707219) (← links)
• Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
• Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
• Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005) (← links)
• Parametric estimation for partially hidden diffusion processes sampled at discrete times (Q1016630) (← links)
• Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
• Filtered likelihood for point processes (Q1745614) (← links)
• Matrices -- compensating the loss of anschauung (Q2101899) (← links)
• Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746) (← links)
• Are volatility estimators robust with respect to modeling assumptions? (Q2469643) (← links)
• Filtering on a partially observed ultra-high-frequency data model (Q2501130) (← links)
• A micro-movement model with Bayes estimation via filtering: Application to measuring trading noises and costs (Q2581718) (← links)
• Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
• On Binomial Observations of Continuous-Time Markovian Population Models (Q2949848) (← links)
• PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
• Nonlinear Filtering for Markov Systems with Delayed Observations (Q3392509) (← links)
• Stochastic filtering under model ambiguity (Q6180475) (← links)