✦ LIBER ✦

Inference for random coefficient volatility models

✍ Scribed by A. Thavaneswaran; You Liang; Julieta Frank

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Statistical inference for generalized ra

✍ Zhi-Wen Zhao; De-Hui Wang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 256 KB

Inference procedures for stable-Paretian

✍ Simos G. Meintanis; Emanuele Taufer 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 547 KB

Estimating Stochastic Volatility Models

✍ Chiara Monfardini 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB

Empirical likelihood inference for rando

✍ Haixiang Zhang; Dehui Wang; Fukang Zhu 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 312 KB

Random coefficient GARCH models

✍ A. Thavaneswaran; S.S. Appadoo; M. Samanta 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 616 KB

Fuzzy coefficient volatility (FCV) model

✍ A. Thavaneswaran; K. Thiagarajah; S.S. Appadoo 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 227 KB