Pages that link to "Item:Q5862494"
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The following pages link to GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494):
Displayed 4 items.
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Simple factor realized stochastic volatility models (Q2693373) (← links)
- (Q5879918) (← links)
- Bayesian Markov Chain Monte Carlo for reparameterized Stochastic volatility models using Asian FX rates <b>during Covid-19</b> (Q6176281) (← links)