Pages that link to "Item:Q1398981"
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The following pages link to Spectral GMM estimation of continuous-time processes (Q1398981):
Displaying 14 items.
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- On the Characteristic Function for Asymmetric Exponential Power Distributions (Q5080155) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- The G-Spectral Estimator (Q5185871) (← links)
- OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895) (← links)
- Algorithm 963 (Q5270763) (← links)
- The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes (Q5324878) (← links)
- Inference based on adaptive grid selection of probability transforms (Q5739688) (← links)
- Estimation of affine asset pricing models using the empirical characteristic function (Q5939360) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Spectral analysis for <i>GARCH</i> processes through a bilinear representation (Q6096159) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)
