Pages that link to "Item:Q1362050"
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The following pages link to GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050):
Displaying 4 items.
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data (Q4555122) (← links)
- Inferences in Stochastic Volatility Models: A New Simpler Way (Q4645250) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)