Pages that link to "Item:Q3165269"

The following pages link to Efficient Derivative Pricing by the Extended Method of Moments (Q3165269):

Displaying 21 items.

• Econometric specification of stochastic discount factor models (Q278271) (← links)
• Dynamic quantile models (Q299276) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Semi-parametric estimation of American option prices (Q528168) (← links)
• Specification tests of calibrated option pricing models (Q888333) (← links)
• Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Semi-nonparametric approximation and index options (Q2292040) (← links)
• A realized volatility approach to option pricing with continuous and jump variance components (Q2292059) (← links)
• Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363) (← links)
• Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
• Assessing the quality of volatility estimators via option pricing (Q2509440) (← links)
• SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886) (← links)
• Pricing financial derivatives by a minimizing method (Q5392216) (← links)
• Identification strength with a large number of moments (Q5861019) (← links)
• Regularized GMM for time-varying models with applications to asset pricing (Q6572252) (← links)
• Nonparametric Specification Testing of Conditional Asset Pricing Models (Q6620966) (← links)
• A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)