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 / author @@
-Wei Liu
@@ Property / author: Wei Liu / 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
+Normal rank
@@ Property / OpenAlex ID @@
+W2080986910
@@ Property / OpenAlex ID: W2080986910 / rank @@
+Normal rank
@@ 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