Pages that link to "Item:Q1341202"

The following pages link to Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202):

Displaying 44 items.

• Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
• MCMC maximum likelihood for latent state models (Q276938) (← links)
• A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
• Testing the assumptions behind importance sampling (Q302094) (← links)
• Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
• Data-driven chance constrained stochastic program (Q304243) (← links)
• Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
• Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
• Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
• A multivariate threshold stochastic volatility model (Q960327) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
• Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
• Switching state-space models: likelihood function, filtering and smoothing (Q1299533) (← links)
• Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
• Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
• GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050) (← links)
• Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
• Financial options and statistical prediction intervals (Q1431433) (← links)
• Long memory with stochastic variance model: a recursive analysis for US inflation (Q1623516) (← links)
• The split-SV model (Q1659144) (← links)
• Estimation of dynamic and ARCH Tobit models (Q1806698) (← links)
• Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
• Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
• Conservative delta hedging. (Q1884835) (← links)
• Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
• Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
• Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Stochastic dominance tests (Q2177995) (← links)
• Indirect estimation of stochastic differential equation models: some computational experiments (Q2365319) (← links)
• A non-iterative (trivial) method for posterior inference in stochastic volatility models (Q2405924) (← links)
• On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
• Generalized Look-Ahead Methods for Computing Stationary Densities (Q2925342) (← links)
• A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers (Q3156189) (← links)
• Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (Q3440744) (← links)
• Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
• Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)
• Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)