Pages that link to "Item:Q5485106"

The following pages link to Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106):

Displaying 16 items.

• The common and specific components of dynamic volatility (Q291638) (← links)
• Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
• Method of moments estimation of GO-GARCH models (Q737949) (← links)
• Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• Simple factor realized stochastic volatility models (Q2693373) (← links)
• Latent variable models for stochastic discount factors (Q2771103) (← links)
• The relation between conditionally heteroskedastic factor models and factor GARCH models (Q4415851) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• Common‐factor stochastic volatility modelling with observable proxy (Q5107619) (← links)
• Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
• Identification, estimation and testing of conditionally heteroskedastic factor models (Q5942680) (← links)