Pages that link to "Item:Q4993886"
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The following pages link to SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS (Q4993886):
Displaying 4 items.
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Bias reduction in spot volatility estimation from options (Q2697974) (← links)
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures (Q6554222) (← links)
- Estimating option pricing models using a characteristic function-based linear state space representation (Q6664638) (← links)