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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE - Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
Gallant, A.Ronald; Hsu, Chien-Te; Tauchen, George - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10006387542
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The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene - In: The review of economics and statistics 80 (1998) 3, pp. 389-398
Persistent link: https://www.econbiz.de/10001245214
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The Objective Function of Simulation Estimators Near the Boundary of the Unstable Region of the Parameter Space
Tauchen, George - In: The review of economics and statistics 80 (1998) 3, pp. 389-398
Persistent link: https://www.econbiz.de/10007353001