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

@@ 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
+Normal rank
@@ 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
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+Q4678104
@@ Property / cites work: Q4678104 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Regression in Proportional Hazards Models
+Normal rank
@@ Property / cites work @@
+Q5715975
@@ Property / cites work: Q5715975 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank