Pages that link to "Item:Q4284147"

The following pages link to Asymptotic Filtering Theory for Univariate Arch Models (Q4284147):

Displaying 19 items.

• Influence of big traders on the stock market: theory and simulation (Q692088) (← links)
• Integrated variance forecasting: model based vs. reduced form (Q737909) (← links)
• Volatility dynamics of the US business cycle: A multivariate asymmetric GARCH approach (Q834310) (← links)
• Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
• Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
• Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
• Fractionally integrated generalized autoregressive conditional heteroskedasticity (Q1126491) (← links)
• Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
• Volume, volatility, and leverage: A dynamic analysis (Q1126500) (← links)
• Range reliability in random walks (Q1361028) (← links)
• Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)
• Asymptotic filtering theory for multivariate ARCH models (Q1915438) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
• Temporal aggregation of volatility models (Q2439047) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Assessing the bias of maximum likelihood estimates of contaminated garch models (Q2703008) (← links)
• Observation-driven filtering of time-varying parameters using moment conditions (Q6193078) (← links)