Pages that link to "Item:Q5881701"
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The following pages link to Maximum likelihood estimation of continuous time stochastic volatility models with partially observed GARCH (Q5881701):
Displaying 3 items.
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)