Estimation methods for stochastic volatility models : a survey
Year of publication: |
2004
|
---|---|
Authors: | Broto, Carmen ; Ruiz, Esther |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 18.2004, 5, p. 613-649
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
-
Dufour, Jean-Marie, (2006)
-
Volatility forecasting : the jumps do matter
Corsi, Fulvio, (2008)
-
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E., (2009)
- More ...
-
Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen, (2009)
-
Testing for Conditional Heteroscedasticity in the Components of Inflation
Broto, Carmen, (2008)
-
UNOBSERVED COMPONENT MODELS WITH ASYMMETRIC CONDITIONAL VARIANCES.
Broto, Carmen, (2003)
- More ...