Pages that link to "Item:Q1658343"

The following pages link to Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343):

Displaying 11 items.

• The indirect continuous-GMM estimation (Q1623544) (← links)
• The split-SV model (Q1659144) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes (Q1927109) (← links)
• Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
• Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604) (← links)
• Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes (Q2390465) (← links)
• The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
• Estimation of Parameters of the Ornstein-Uhlenbeck Type Processes with Continuum of Moment Conditions (Q2807637) (← links)
• Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
• Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)