Estimation and identification in long-memory stochastic volatility models

Estimation and identification in long-memory stochastic volatility models
Author :
Publisher :
Total Pages : 0
Release :
ISBN-10 : OCLC:1403200731
ISBN-13 :
Rating : 4/5 ( Downloads)
DOWNLOAD EBOOK
Book Synopsis Estimation and identification in long-memory stochastic volatility models by : Ana Perez Espartero

Download or read book Estimation and identification in long-memory stochastic volatility models written by Ana Perez Espartero and published by . This book was released on 2000 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Estimation and identification in long-memory stochastic volatility models Related Books

Estimation and identification in long-memory stochastic volatility models
Language: en
Pages: 0

Estimation and identification in long-memory stochastic volatility models

Authors: Ana Perez Espartero
Categories:
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

On Estimation, Diagnostic Testing and Smoothing of Long Memory Stochastic Volatility Models
Language: en
Pages: 35

On Estimation, Diagnostic Testing and Smoothing of Long Memory Stochastic Volatility Models

Authors: Kai Li
Categories: Rate of return
Type: BOOK - Published: 2000 - Publisher:

DOWNLOAD EBOOK

Parameter Estimation in Stochastic Volatility Models
Language: en
Pages: 634

Parameter Estimation in Stochastic Volatility Models

Authors: Jaya P. N. Bishwal
Categories: Mathematics
Type: BOOK - Published: 2022-08-06 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While
Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends
Language: en
Pages: 0

Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends

Authors: Adam McCloskey
Categories:
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK

I provide conditions under which the trimmed FDQML estimator, advanced by McCloskey (2010) in the context of fully parametric short-memory models, can be used t
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
Language: en
Pages:

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

Authors: Shelton Peiris
Categories:
Type: BOOK - Published: 2016 - Publisher:

DOWNLOAD EBOOK