Pages that link to "Item:Q4408643"
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The following pages link to Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643):
Displayed 14 items.
- Fourier-type estimation of the power GARCH model with stable-Paretian innovations (Q288103) (← links)
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- The split-SV model (Q1659144) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Applications of the characteristic function-based continuum GMM in finance (Q1927140) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
- Empirical Characteristic Function Estimation and Its Applications (Q3157837) (← links)
- A Novel Asymmetric Distribution with Power Tails (Q3435977) (← links)
- Estimation of the stochastic conditional duration model via alternative methods (Q3548526) (← links)
- Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function (Q3552941) (← links)
- Inference for the Generalized Normal Laplace Distribution (Q5299937) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)