Pages that link to "Item:Q4620217"

The following pages link to Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions (Q4620217):

Displaying 8 items.

• Analytical quasi maximum likelihood inference in multivariate volatility models (Q61439) (← links)
• Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
• A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
• Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371) (← links)
• Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
• GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
• Demand for live betting: an analysis using state-space models (Q6581608) (← links)