Pages that link to "Item:Q738174"
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The following pages link to A semiparametric stochastic volatility model (Q738174):
Displaying 22 items.
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Time-varying leverage effects (Q527980) (← links)
- The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (Q1673428) (← links)
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- A Bayesian semiparametric model for volatility with a leverage effect (Q2361227) (← links)
- Semiparametric identification of the bid-ask spread in extended Roll models (Q2399543) (← links)
- On idiosyncratic stochasticity of financial leverage effects (Q2453988) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- A new approach to Bayesian hypothesis testing (Q2512626) (← links)
- A triple-threshold leverage stochastic volatility model (Q2687884) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- Shape-constrained semiparametric additive stochastic volatility models (Q5879997) (← links)
- Parameter estimation and applications for stochastic volatility model with time-varying leverage effect (Q6592370) (← links)
- A Stochastic Volatility Model With a General Leverage Specification (Q6620893) (← links)
