Pages that link to "Item:Q1697869"

The following pages link to Estimation and asymptotic covariance matrix for stochastic volatility models (Q1697869):

Displaying 8 items.

• Correlations and bounds for stochastic volatility models (Q877000) (← links)
• Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
• Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
• Asymptotic properties of duration-based VaR backtests (Q2093055) (← links)
• The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
• Estimating the instantaneous volatility and covariance of risky assets (Q4842350) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• (Q5879918) (← links)