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

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+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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+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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