Pages that link to "Item:Q1931045"
From MaRDI portal
The following pages link to Inference procedures for stable-Paretian stochastic volatility models (Q1931045):
Displaying 9 items.
- Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (Q1658343) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Estimation of time-varying autoregressive stochastic volatility models with stable innovations (Q2058757) (← links)
- Inference for random coefficient volatility models (Q2231011) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method (Q4408643) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein–Uhlenbeck processes (Q5087552) (← links)
