Pages that link to "Item:Q1341202"
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The following pages link to Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202):
Displaying 12 items.
- Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)
- Asymmetric Multivariate Stochastic Volatility (Q5485115) (← links)
- Dynamic Asymmetric Leverage in Stochastic Volatility Models (Q5697355) (← links)
- AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
- The \(\log\) GARCH stochastic volatility model (Q6606004) (← links)
- A Stochastic Volatility Model With a General Leverage Specification (Q6620893) (← links)