Pages that link to "Item:Q3566774"
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The following pages link to ESTIMATING BIVARIATE GARCH-JUMP MODEL BASED ON HIGH FREQUENCY DATA: THE CASE OF REVALUATION OF THE CHINESE YUAN IN JULY 2005 (Q3566774):
Displaying 3 items.
- Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan (Q289216) (← links)
- GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate (Q706644) (← links)
- Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)