Pages that link to "Item:Q1740278"
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The following pages link to Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278):
Displaying 11 items.
- Bayes estimation via filtering for a simple micro-movement model of asset price with discrete noises (Q1000005) (← links)
- Identifying and estimating efficient markets models with contemporaneous instruments (Q2641060) (← links)
- Scalable inference for a full multivariate stochastic volatility model (Q2682962) (← links)
- RECURSIVE BAYESIAN ESTIMATION IN FORWARD PRICE MODELS IMPLIED BY FAIR PRICING (Q3564996) (← links)
- Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression (Q4620144) (← links)
- BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE (Q4675834) (← links)
- (Q4782133) (← links)
- Commodity Asian option pricing and simulation in a 4-factor model with jump clusters (Q6549599) (← links)
- Variance swaps with mean reversion and multi-factor variance (Q6554616) (← links)
- Exact simulation of the Hull and White stochastic volatility model (Q6572645) (← links)
- Hawkes processes in energy markets: modelling, estimation and derivatives pricing (Q6610445) (← links)
