Pages that link to "Item:Q1347106"
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The following pages link to Nonparametric estimation of structural models for high-frequency currency market data (Q1347106):
Displaying 21 items.
- Indirect inference and calibration of dynamic stochastic general equilibrium models (Q278265) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Statistical nonlinearities in the business cycle: a challenge for the canonical RBC model (Q1027404) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363) (← links)
- Structural estimation of switching costs for peaking power plants (Q2183304) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- On the existence of strongly consistent indirect estimators when the binding function is compact valued (Q2337044) (← links)
- Pattern analysis of the nonparametric kernel regression method in foreign exchange markets (Q2917901) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- (Q3368263) (← links)
- MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (Q4434342) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
