Pages that link to "Item:Q3142745"

The following pages link to Simulated Moments Estimation of Markov Models of Asset Prices (Q3142745):

Displaying 22 items.

• On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach (Q4990515) (← links)
• METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)
• Data-Driven Pricing for a New Product (Q5080649) (← links)
• Specification tests for univariate diffusions (Q5095206) (← links)
• EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
• TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS (Q5314885) (← links)
• WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
• Simulation-based parameter estimation for complex models: a breast cancer natural history modelling illustration (Q5424613) (← links)
• Long swings in exchange rates: a stochastic control approach (Q5438562) (← links)
• Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
• Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
• On the mean-reverting properties of target zone exchange rates: A cautionary note (Q5940904) (← links)
• Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)
• The extended perturbation method: With applications to the New Keynesian model and the zero lower bound (Q6088781) (← links)
• Interaction effects in the adjustment cost function of firms (Q6106637) (← links)
• A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
• Robust Two-Step Wavelet-Based Inference for Time Series Models (Q6110716) (← links)
• Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
• Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme (Q6137819) (← links)
• Systematic staleness (Q6152589) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)