Pages that link to "Item:Q961424"

The following pages link to Indirect estimation of \(\alpha \)-stable stochastic volatility models (Q961424):

Displaying 10 items.

• A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
• Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood (Q1623518) (← links)
• Estimating stable latent factor models by indirect inference (Q1754526) (← links)
• Filtering and estimation for a class of stochastic volatility models with intractable likelihoods (Q1757658) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
• Parameter Estimation for Hidden Markov Models with Intractable Likelihoods (Q2932769) (← links)
• Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models (Q3391261) (← links)
• Econometrics exams and round numbers: Use or misuse of indirect estimation methods? (Q5086127) (← links)
• Estimating multiple-membership logit models with mixed effects: indirect inference versus data cloning (Q5106931) (← links)