Pages that link to "Item:Q3646958"
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The following pages link to Moment–Based Estimation of Stochastic Volatility Models (Q3646958):
Displaying 9 items.
- Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258) (← links)
- Volatility forecasting and microstructure noise (Q737282) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices (Q2853373) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- A stylized model of ‘Momentum’ processes: a research note (Q4933632) (← links)
- AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL (Q5357395) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)
- Testing data cloning as the basis of an estimator for the stochastic volatility in mean model (Q6607552) (← links)