Pages that link to "Item:Q3646958"
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The following pages link to Moment–Based Estimation of Stochastic Volatility Models (Q3646958):
Displaying 4 items.
- Volatility forecasting and microstructure noise (Q737282) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
