The following pages link to B. Jungbacker (Q550843):
Displayed 6 items.
- Maximum likelihood estimation for dynamic factor models with missing data (Q550846) (← links)
- Model-Based Measurement of Actual Volatility in High-Frequency Data (Q3571966) (← links)
- Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models (Q3606638) (← links)
- Parameter Estimation and Practical Aspects of Modeling Stochastic Volatility (Q3646959) (← links)
- Likelihood‐based dynamic factor analysis for measurement and forecasting (Q5091819) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)