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Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
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2
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10008770557
Saved in:
3
Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
Sentana, Enrique
;
Calzolari, Giorgio
;
Fiorentini, Gabriele
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 10-25
Persistent link: https://www.econbiz.de/10003778191
Saved in:
4
Estimating stable latent factor models by indirect inference
Calzolari, Giorgio
;
Halbleib, Roxana
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 280-301
Persistent link: https://www.econbiz.de/10012110265
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