Pages that link to "Item:Q952860"

The following pages link to Modeling financial time series through second-order stochastic differential equations (Q952860):

Displayed 5 items.

• A test for a parametric form of the volatility in second-order diffusion models (Q1695433) ‎ (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) ‎ (← links)
• Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) ‎ (← links)
• Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) ‎ (← links)
• Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises (Q6170511) ‎ (← links)