Pages that link to "Item:Q1025341"
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The following pages link to Testing for jumps in the stochastic volatility models (Q1025341):
Displaying 9 items.
- The Gumbel test and jumps in the volatility process (Q300783) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Testing for non-correlation between price and volatility jumps (Q515135) (← links)
- Testing for jumps in the EGARCH process (Q834296) (← links)
- Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- A slightly depressing jump model: intraday volatility pattern simulation (Q4554418) (← links)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
- Stationary Points for Parametric Stochastic Frontier Models (Q6626327) (← links)