Pages that link to "Item:Q737254"
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The following pages link to Econometric analysis of jump-driven stochastic volatility models (Q737254):
Displaying 28 items.
- Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
- Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
- Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
- Stochastic volatility and DSGE models (Q991328) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Model complexity and out-of-sample performance: evidence from S\&P 500 index returns (Q1657302) (← links)
- Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482) (← links)
- Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
- The microstructure of stochastic volatility models with self-exciting jump dynamics (Q2108901) (← links)
- Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Chasing volatility. A persistent multiplicative error model with jumps (Q2294516) (← links)
- Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
- Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
- Structural estimation of jump-diffusion processes in macroeconomics (Q2630127) (← links)
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
- Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Stochastic jump intensity models (Q3119667) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
- Jump factor models in large cross‐sections (Q5208562) (← links)
- CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)
- Testing for Threshold Diffusion (Q6616608) (← links)
