Pages that link to "Item:Q1302760"

The following pages link to Long-term equity anticipation securities and stock market volatility dynamics (Q1302760):

Displaying 10 items.

• Affine fractional stochastic volatility models (Q470522) (← links)
• An empirical comparison of GARCH option pricing models (Q867119) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data (Q1584769) (← links)
• Financial econometrics: Past developments and future challenges (Q1841086) (← links)
• Pricing and hedging long-term options (Q1969824) (← links)
• Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility (Q2691676) (← links)
• Copulas: A Review and Recent Developments (Q3424143) (← links)
• Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)
• Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)