The following pages link to (Q3374314):
Displayed 4 items.
- Filtering a nonlinear stochastic volatility model (Q437251) (← links)
- Bayes inference in regression models with ARMA\((p,q)\) errors (Q1341195) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)