Pages that link to "Item:Q2729107"
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The following pages link to Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (Q2729107):
Displayed 50 items.
- Subgeometric ergodicity of strong Markov processes (Q558691) (← links)
- On the controversy over tailweight of distributions. (Q703249) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Infinite divisibility for stochastic processes and time change (Q867076) (← links)
- Parametric estimation of discretely sampled Gamma-OU processes (Q867775) (← links)
- Minimum contrast estimation of random processes based on information of second and third orders (Q872088) (← links)
- Tempering stable processes (Q885259) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
- Estimation of the volatility persistence in a discretely observed diffusion model (Q936399) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis (Q957525) (← links)
- A conditional extreme value volatility estimator based on high-frequency returns (Q959736) (← links)
- On the stationary version of the generalized hyperbolic ARCH model (Q995800) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Central limit theorems for double Poisson integrals (Q1002551) (← links)
- Affine processes and applications in finance (Q1425484) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes (Q1776122) (← links)
- Type \(G\) and spherical distributions on \(\mathbb R^d\) (Q1776346) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Ehrenfest model with large jumps in finance (Q1885847) (← links)
- Statistical inference using higher-order information (Q2370522) (← links)
- A selective overview of nonparametric methods in financial econometrics (Q2381754) (← links)
- Normalized random measures driven by increasing additive processes (Q2388328) (← links)
- Estimation and prediction of a non-constant volatility (Q2471733) (← links)
- Semiparametric analysis of long-range dependence in nonlinear regression (Q2480026) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps (Q2483471) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- A Bayes method for a monotone hazard rate via \(S\)-paths (Q2497183) (← links)
- Free Ornstein--Uhlenbeck processes (Q2497391) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages (Q2583419) (← links)
- Spectral properties of superpositions of Ornstein-Uhlenbeck type processes (Q2583517) (← links)
- Probing option prices for information (Q2642481) (← links)
- Fractional Lévy processes with an application to long memory moving average processes (Q2642806) (← links)
- Efficient Gibbs sampler for Bayesian analysis of a sample selection model (Q2643042) (← links)
- On the infinite divisibility of some skewed symmetric distributions (Q2643746) (← links)
- THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS (Q3022099) (← links)
- Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion (Q3368564) (← links)
- Wavelet Galerkin pricing of American options on Lévy driven assets (Q3375382) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables (Q3436007) (← links)