Pages that link to "Item:Q4614283"

The following pages link to Parametric Inference and Dynamic State Recovery From Option Panels (Q4614283):

Displaying 19 items.

• Time-varying jump tails (Q473227) (← links)
• Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
• Testing for self-excitation in jumps (Q1706487) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Dynamics of variance risk premia: a new model for disentangling the price of risk (Q2190227) (← links)
• Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps (Q2246642) (← links)
• Nonparametric spot volatility from options (Q2299587) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
• Informative option portfolios in filter design for option pricing models (Q5014228) (← links)
• INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
• ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156) (← links)
• Tail index estimation in the presence of covariates: stock returns' tail risk dynamics (Q6108353) (← links)
• Volatility of volatility and leverage effect from options (Q6118716) (← links)
• Semiparametric estimation of latent variable asset pricing models (Q6133354) (← links)
• Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
• Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
• The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets (Q6626342) (← links)
• Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)