Pages that link to "Item:Q3440747"
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The following pages link to Structural Laplace Transform and Compound Autoregressive Models (Q3440747):
Displaying 28 items.
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- Discrete time Wishart term structure models (Q543795) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Staying at zero with affine processes: an application to term structure modelling (Q1676383) (← links)
- Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883) (← links)
- Joint econometric modeling of spot electricity prices, forwards and options (Q1937840) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- Editorial: Nonlinear financial econometrics JoE special issue introduction (Q2190219) (← links)
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Noncausal counting processes: a queuing perspective (Q2233556) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
- Pricing default events: surprise, exogeneity and contagion (Q2511807) (← links)
- A discrete-time hedging framework with multiple factors and fat tails: on what matters (Q2682956) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- ECF estimation of Markov models where the transition density is unknown (Q3004024) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS (Q3465605) (← links)
- Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function (Q3552941) (← links)
- Duration time-series models with proportional hazard (Q3608189) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
- Noncausal affine processes with applications to derivative pricing (Q6146675) (← links)
- Cyber risk modeling: a discrete multivariate count process approach (Q6587495) (← links)
- Generalized Autoregressive Positive-valued Processes (Q6626246) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)
