Pages that link to "Item:Q540665"
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The following pages link to Estimation of a structural stochastic volatility model of asset pricing (Q540665):
Displaying 15 items.
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- On the inherent instability of international financial markets: natural nonlinear interactions between stock and foreign exchange markets (Q905302) (← links)
- On the specification of noise in two agent-based asset pricing models (Q976529) (← links)
- Estimation of financial agent-based models with simulated maximum likelihood (Q1655776) (← links)
- Direct comparison of agent-based models of herding in financial markets (Q1656464) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
- Heterogeneous expectations in the gold market: specification and estimation (Q1994393) (← links)
- Identifying booms and busts in house prices under heterogeneous expectations (Q2002656) (← links)
- Co-existence of trend and value in financial markets: estimating an extended Chiarella model (Q2177989) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion (Q2291789) (← links)
- Loss aversion in an agent-based asset pricing model (Q5121497) (← links)
- Robust mathematical formulation and probabilistic description of agent-based computational economic market models (Q6497548) (← links)
- Detecting and measuring financial cycles in heterogeneous agents models: an empirical analysis (Q6497622) (← links)
