Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327): Difference between revisions

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+https://doi.org/10.1080/14697680500148521
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+W1990319236
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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+THE DISTRIBUTION OF PROBLEM-SOLVING TIMES: AN EXAMINATION OF THE STAGES MODEL
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Volatility in financial markets: Stochastic models and empirical results
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
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+Financial Data and the Skewed Generalized T Distribution
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+Publication:5697327