Pages that link to "Item:Q301970"

The following pages link to Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970):

Displaying 50 items.

• Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data (Q134805) (← links)
• Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
• Inference theory for volatility functional dependencies (Q284294) (← links)
• Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
• Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
• Spot volatility estimation for high-frequency data (Q660058) (← links)
• Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
• Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
• Prediction-based estimating functions for stochastic volatility models with noisy data: comparison with a GMM alternative (Q1621997) (← links)
• Asymptotic inference about predictive accuracy using high frequency data (Q1706485) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• Statistics in finance (Q1779189) (← links)
• Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
• Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
• Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← links)
• Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
• Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
• Estimation of volatility in a high-frequency setting: a short review (Q2292043) (← links)
• On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing (Q2330737) (← links)
• Long-term time-dependent stochastic modelling of extreme waves (Q2331258) (← links)
• On non-negative modeling with CARMA processes (Q2633848) (← links)
• Computation of volatility in stochastic volatility models with high frequency data (Q2786036) (← links)
• Dependence estimation for high-frequency sampled multivariate CARMA models (Q2791841) (← links)
• Statistical inference for unified Garch-Itô models with high-frequency financial data (Q2815047) (← links)
• Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596) (← links)
• Estimation of stochastic volatility models by nonparametric filtering (Q2826006) (← links)
• Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840) (← links)
• A Mathematical Theory of Financial Bubbles (Q2847835) (← links)
• Abelian theorem for stochastic volatility models and semiparametric estimation of the signal space. (Q2913109) (← links)
• Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (Q3102909) (← links)
• Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
• When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility (Q3390570) (← links)
• INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES (Q3557544) (← links)
• NONPARAMETRIC STOCHASTIC VOLATILITY (Q4554602) (← links)
• Evolution of high-frequency systematic trading: a performance-driven gradient boosting model (Q4619504) (← links)
• Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
• Parameter estimation of stochastic volatility model with jump (Q5127702) (← links)
• Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
• NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
• Variation, jumps and high-frequency data in financial econometrics (Q5447122) (← links)
• Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH (Q5881701) (← links)
• A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)