scientific article
From MaRDI portal
Publication:3374317
zbMath1082.62102MaRDI QIDQ3374317
George Tauchen, A. Ronald Gallant, David A. Hsieh
Publication date: 9 March 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Economic time series analysis (91B84)
Related Items
GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994), Estimating continuous-time stochastic volatility models of the short-term interest rate, Approaches to forecasting volatility: Models and their performances for emerging equity markets, Overparameterization in the seminonparametric density estimation, Estimation of stochastic volatility models via Monte Carlo maximum likelihood
