Pages that link to "Item:Q1297655"

The following pages link to Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655):

Displaying 2 items.

• An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)