identification robust methods to assess estimation uncertainty when using non-Gaussianity for identification. …

Estimation using simulation techniques may be very time consuming. Specification tests for structuralstability often …

Estimation of the volatility of time series has taken off since the introduction of the GARCH and stochastic volatility … unobserved stochastic volatility, and the varying approaches that have been taken for such estimation.In order to simplify the … comprehension of these estimation methods, the main methods for estimating stochastic volatility are discussed, with focus on their …