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Methods for estimating discrete-time stochastic volatility models
Liu, Xiaobin, (2025)
Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
Should you use GARCH models for forecasting volatility? : a comparison to GRU neural networks
Pallotta, Alberto, (2024)
Financial buyers in Takeovers: focus on cost efficiency
Frydman, Halina, (2002)
ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE-TIME SQUARE-ROOT PROCESS
Frydman, Halina, (1994)
Estimation in the Mixture of Markov Chains Moving With Different Speeds
Frydman, Halina, (2005)