Pages that link to "Item:Q1927109"
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The following pages link to Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109):
Displayed 8 items.
- Pricing Asian options in a stochastic volatility model with jumps (Q529935) (← links)
- The split-SV model (Q1659144) (← links)
- 2-tuple linguistic soft set and its application to group decision making (Q1708737) (← links)
- Exit dynamics of start-up firms: structural estimation using indirect inference (Q1754522) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions (Q4554510) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS (Q5257873) (← links)