Pages that link to "Item:Q5452760"
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The following pages link to Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760):
Displayed 6 items.
- Path dependent volatility (Q940996) (← links)
- Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)