The following pages link to (Q5445941):
Displaying 16 items.
- A method for identifying diffusive trajectories with stochastic models (Q743435) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- Analysis of telecom service operation behavior with time series (Q2303313) (← links)
- Modeling time-varying parameters using artificial neural networks: a GARCH illustration (Q2700575) (← links)
- Limit order books (Q2871425) (← links)
- A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS (Q3094327) (← links)
- (Q3538354) (← links)
- RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS (Q4554606) (← links)
- A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
- METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)
- Asymmetric linear double autoregression (Q5095288) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- The Econometric Modelling of Financial Time Series (Q5386270) (← links)
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)
- Bellman filtering and smoothing for state-space models (Q6193073) (← links)