Pages that link to "Item:Q3374324"
From MaRDI portal
The following pages link to Econometric analysis of realized volatility and its use in estimating stochastic volatility models (Q3374324):
Displaying 16 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Volatility estimation by combining stock price data and option data (Q896580) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Extended stochastic volatility models incorporating realised measures (Q1623565) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Parametric estimation of stochastic volatility models with generalized moment method (Q3306335) (← links)
- Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (Q4670770) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- (Q5879918) (← links)
