Pages that link to "Item:Q5127702"

The following pages link to Parameter estimation of stochastic volatility model with jump (Q5127702):

Displaying 10 items.

• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
• Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581) (← links)
• Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns (Q1727323) (← links)
• Abelian theorems for stochastic volatility models with application to the estimation of jump activity (Q1761482) (← links)
• Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037) (← links)
• On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051) (← 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)
• Parametric estimation of stochastic volatility models with generalized moment method (Q3306335) (← links)
• Jump-robust volatility estimation using dynamic dual-domain integration method (Q5079475) (← links)