The following pages link to (Q3374305):
Displaying 6 items.
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution (Q2093141) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
