Pages that link to "Item:Q1297655"
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The following pages link to Volatility and GMM -- Monte Carlo studies and empirical estimations (Q1297655):
Displaying 3 items.
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)