Pages that link to "Item:Q784737"
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The following pages link to Realised volatility and parametric estimation of Heston SDEs (Q784737):
Displaying 6 items.
- Data-based ranking of realised volatility estimators (Q530606) (← links)
- Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)
- Weighted least-squares estimation for the subcritical Heston process (Q4684958) (← links)
- Validity of Edgeworth expansions for realized volatility estimators (Q5093928) (← links)
- On a real-time scheme for the estimation of volatility (Q5421244) (← links)