The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628): Difference between revisions

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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type
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+NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE
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+Portfolio optimization and a factor model in a stochastic volatility market
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+Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
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+Bayesian Inference for Non-Gaussian Ornstein–Uhlenbeck Stochastic Volatility Processes
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+Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+Processes of normal inverse Gaussian type
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