Stochastic volatility model and technical analysis of stock price (Q475736): Difference between revisions

@@ Property / DOI @@
-.1007/s10114-011-9468-1
@@ Property / DOI: 10.1007/s10114-011-9468-1 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 62H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C50
@@ Property / Mathematics Subject Classification ID: 65C50 / rank @@
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@@ Property / zbMATH DE Number @@
+6374542
@@ Property / zbMATH DE Number: 6374542 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility model
@@ Property / zbMATH Keywords: stochastic volatility model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic stationary process
@@ Property / zbMATH Keywords: asymptotic stationary process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+law of large numbers
@@ Property / zbMATH Keywords: law of large numbers / rank @@
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@@ Property / zbMATH Keywords @@
+convergence rate
@@ Property / zbMATH Keywords: convergence rate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+technical analysis indicators
@@ Property / zbMATH Keywords: technical analysis indicators / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-011-9468-1
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@@ Property / OpenAlex ID @@
+W2080986910
@@ Property / OpenAlex ID: W2080986910 / rank @@
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@@ Property / cites work @@
+Stochastic volatility models as hidden Markov models and statistical applications
+Normal rank
@@ Property / cites work @@
+Q4450670
@@ Property / cites work: Q4450670 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility Effects on Defaultable Bonds
+Normal rank
@@ Property / cites work @@
+Asymptotic nonequivalence of GARCH models and diffusions
+Normal rank
@@ Property / DOI @@
+.1007/S10114-011-9468-1
@@ Property / DOI: 10.1007/S10114-011-9468-1 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:475736