The following pages link to Statistical methods in finance (Q1380187):
Displaying 50 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Testing the assumptions behind importance sampling (Q302094) (← links)
- The Wishart autoregressive process of multivariate stochastic volatility (Q302185) (← links)
- Multivariate normal \(\alpha\)-stable exponential families (Q327378) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions (Q528145) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Decision technologies for computational finance. Proceedings of the fifth international conference computational finance, London, GB, December 1997. (Q705354) (← links)
- Consistent tests for symmetric stability with finite mean based on the empirical characteristic function (Q707048) (← links)
- Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates (Q712533) (← links)
- Estimating quadratic variation when quoted prices change by a constant increment (Q737253) (← links)
- Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading (Q737896) (← links)
- Realized volatility of index constituent stocks in Hong Kong (Q834300) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Extending the volatility concept to point processes (Q928893) (← links)
- Conditional VaR estimation using Pearson's type IV distribution (Q933511) (← links)
- Tests for normal mixtures based on the empirical characteristic function (Q957196) (← links)
- Iterated importance sampling in missing data problems (Q959418) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (Q961822) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- Fractal market hypothesis and two power-laws (Q997475) (← links)
- Early warning systems for sovereign debt crises: The role of heterogeneity (Q1010489) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Testing nonlinear forecastability in time series: Theory and evidence from the EMS (Q1128791) (← links)
- Empirical assessment of an intertemporal option pricing model with latent variables. (Q1398969) (← links)
- Frontiers of financial econometrics and financial engineering. Papers of a conference, Durham. NC, USA (Q1400859) (← links)
- A non-linear explicit filter. (Q1424477) (← links)
- Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis. (Q1426342) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Maximum likelihood estimation of stable Paretian models. (Q1596882) (← links)
- The distribution of test statistics for outlier detection in heavy-tailed samples (Q1600537) (← links)
- Stable modeling of value at risk (Q1600544) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Statistics in finance (Q1779189) (← links)
- Moment estimator for random vectors with heavy tails (Q1808842) (← links)
- Structural change tests for simulated method of moments. (Q1810680) (← links)
- Finite sample distributions of self-normalized sums (Q1887224) (← links)
- An asset return model capturing stylized facts (Q1935727) (← links)
- Post-'87 crash fears in the S\&P 500 futures option market (Q1969818) (← links)
- Pricing and hedging long-term options (Q1969824) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
