The following pages link to Statistical methods in finance (Q1380187):
Displaying 40 items.
- Simple estimators and inference for higher-order stochastic volatility models (Q2043263) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- Probability-conservative simulation for \textit{Lévy} financial model by a mixed finite element method (Q2074132) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws (Q2157427) (← links)
- Dr C R Rao's contributions to the advancement of economic science (Q2211880) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Temporal aggregation of volatility models (Q2439047) (← links)
- Some statistical models for durations and an application to News Corporation stock prices (Q2486203) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- The large-sample distribution of the maximum Sharpe ratio with and without short sales (Q2630355) (← links)
- Statistics and Data Analysis for Financial Engineering (Q3060352) (← links)
- (Q3101680) (← links)
- Evaluation of Asset Pricing Models Using Two-Pass Cross-Sectional Regressions (Q3112459) (← links)
- Towards a Computationally Tractable Maximum Entropy Principle for Nonstationary Financial Time Series (Q3122064) (← links)
- (Q4220574) (← links)
- Testing for persistence in stock returns with GARCH-stable shocks (Q4610232) (← links)
- Variance reduction for Monte Carlo simulation in a stochastic volatility environment (Q4646767) (← links)
- News, volatility and jumps: the case of natural gas futures (Q4683076) (← links)
- OPTION SURFACE STATISTICS WITH APPLICATIONS (Q5048581) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- Variable dimension via stochastic volatility model using FX rates (Q5129099) (← links)
- Financial data modeling by Poisson mixture regression (Q5129102) (← links)
- CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL (Q5237548) (← links)
- Generalization of symmetric α-stable Lévy distributions for q&gt;1 (Q5246615) (← links)
- INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS (Q5349007) (← links)
- The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
- An investigation of model selection criteria for neural network time series forecasting (Q5939595) (← links)
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models (Q5939947) (← links)
- Evidence of Markov properties of high frequency exchange rate data (Q5942416) (← links)
- The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1 (Q6134391) (← links)
- Identification of Time-Varying Factor Models (Q6150349) (← links)
- A multiscale correction to the Black-Scholes formula (Q6571884) (← links)
- New approach and analysis of the generalized constant elasticity of variance model (Q6581468) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
