Pages that link to "Item:Q3142745"
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The following pages link to Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745):
Displayed 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- Bootstrap specification tests for diffusion processes (Q261886) (← links)
- Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models (Q274920) (← links)
- Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Seeking ergodicity in dynamic economies (Q281412) (← links)
- Efficient high-dimensional importance sampling (Q289225) (← links)
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Estimating nonlinear DSGE models by the simulated method of moments: with an application to business cycles (Q433696) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- The method of simulated quantiles (Q528141) (← links)
- Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models (Q530607) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- Simulation-based inference. A survey with special reference to panel data models (Q689428) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Limited participation and exchange rate dynamics: does theory meet the data? (Q844631) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- The volatility structure of the fixed income market under the HJM framework: a nonlinear filtering approach (Q961403) (← links)
- Perfect simulation of stationary equilibria (Q964569) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- Methods to estimate dynamic stochastic general equilibrium models (Q1027381) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Equilibrium interest-rate determination under adjustment costs (Q1186059) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Reconciling the term structure of interest rates with the consumption-based ICAP model (Q1351345) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- A smooth likelihood simulator for dynamic disequilibrium models (Q1362499) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Time to implement and aggregate fluctuations (Q1390904) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Estimation by simulation of monotone dynamical systems (Q1408406) (← links)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Asset pricing with expectation shocks (Q1656775) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- Issue of the Annals of Econometrics on Indirect estimation methods in finance and economics (Q1754506) (← links)
- Penalized indirect inference (Q1754510) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)