Inference for Observations of Integrated Diffusion Processes
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9469.2004.02_023.x/fullpdf
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1. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
2. The Distribution of Realized Exchange Rate Volatility
3. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
4. Martingale Estimation Functions for Discretely Observed Diffusion Processes
5. A hyperbolic diffusion model for stock prices
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