Pages that link to "Item:Q2463719"
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The following pages link to Efficient estimation of drift parameters in stochastic volatility models (Q2463719):
Displaying 16 items.
- Drift estimation of generalized security price processes from high frequency derivative prices (Q375335) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Estimation of integrated volatility of volatility with applications to goodness-of-fit testing (Q888485) (← links)
- The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
- Parameter estimation for discretely observed stochastic volatility models (Q1962756) (← links)
- Adaptive estimation for degenerate diffusion processes (Q2044342) (← links)
- Consistent estimation of drift parameter in diffusion model with misspecified volatility function (Q2126157) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Nonparametric estimation for stochastic volatility models (Q2430253) (← links)
- Adaptive estimation of the dynamics of a discrete time stochastic volatility model (Q2630149) (← links)
- (Q3109565) (← links)
- A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
- Efficient volatility estimation in a two‐factor model (Q5136965) (← links)
- Diffusion Parameter Estimation for the Homogenized Equation (Q5197626) (← links)
- Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)
