Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826): Difference between revisions

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-.1007/s10690-010-9120-6
@@ Property / DOI: 10.1007/s10690-010-9120-6 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10690-010-9120-6
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+W2132531668
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+THE GARCH OPTION PRICING MODEL
@@ Property / cites work: THE GARCH OPTION PRICING MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
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+Autoregressive conditional heteroskedasticity and changes in regime
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+Q4678104
@@ Property / cites work: Q4678104 / rank @@
+Normal rank
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+Nonparametric Regression in Proportional Hazards Models
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+Q5715975
@@ Property / cites work: Q5715975 / rank @@
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@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
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@@ Property / DOI @@
+.1007/S10690-010-9120-6
@@ Property / DOI: 10.1007/S10690-010-9120-6 / rank @@
+Normal rank