Pages that link to "Item:Q4607338"

The following pages link to GMC/GEL estimation of stochastic volatility models (Q4607338):

Displaying 10 items.

• Generalized moment estimation of stochastic differential equations (Q311323) (← links)
• Estimation for multivariate stable distributions with generalized empirical likelihood (Q528142) (← links)
• Simulated minimum Hellinger distance estimation of stochastic volatility models (Q961438) (← links)
• Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655) (← links)
• Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
• Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
• An application of the ECF method and numerical integration in estimation of the stochastic volatility models (Q2815324) (← links)
• Parametric estimation of stochastic volatility models with generalized moment method (Q3306335) (← links)
• Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions (Q4620217) (← links)
• Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)