Pages that link to "Item:Q1658343"
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The following pages link to Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343):
Displaying 6 items.
- The indirect continuous-GMM estimation (Q1623544) (← links)
- The split-SV model (Q1659144) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
