Pages that link to "Item:Q1915438"
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The following pages link to Asymptotic filtering theory for multivariate ARCH models (Q1915438):
Displaying 13 items.
- Approximating volatility diffusions with CEV-ARCH models (Q956536) (← links)
- Exact predictive densities for linear models with ARCH disturbances (Q1118320) (← links)
- Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model (Q1185106) (← links)
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown (Q1659146) (← links)
- Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- Asymmetric filters in correlated ARIMA components (Q2639557) (← links)
- Asymptotic Filtering Theory for Univariate Arch Models (Q4284147) (← links)
- (Q4660424) (← links)
- Conditional higher order moments in metal asset returns (Q5001119) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- Adaptive Testing for Cointegration With Nonstationary Volatility (Q6620899) (← links)
