The following pages link to (Q3374317):
Displaying 7 items.
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050) (← links)
- Estimating continuous-time stochastic volatility models of the short-term interest rate (Q1362071) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
