Pages that link to "Item:Q1887266"

The following pages link to A link between complete models with stochastic volatility and ARCH models (Q1887266):

Displaying 7 items.

• Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769) (← links)
• (Q4791405) (← links)
• WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
• Issues of Aggregation Over Time of Conditional Heteroscedastic Volatility Models: What Kind of Diffusion Do We Recover? (Q5452760) (← links)