Pages that link to "Item:Q1398979"
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The following pages link to Alternative models for stock price dynamics. (Q1398979):
Displayed 17 items.
- MIDAS Regressions: Further Results and New Directions (Q130725) (← links)
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- Lookback options and dynamic fund protection under multiscale stochastic volatility (Q882460) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Likelihood-based inference for a class of multivariate diffusions with unobserved paths (Q997298) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Spectral GMM estimation of continuous-time processes (Q1398981) (← links)
- Empirical reverse engineering of the pricing kernel. (Q1398984) (← links)
- Empirical option pricing: A retrospection (Q1398987) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- Edgeworth Corrections for Realized Volatility (Q3539869) (← links)
- ARMA representation of integrated and realized variances (Q4458360) (← links)
- Asymmetric Multivariate Stochastic Volatility (Q5485115) (← links)
- Empirical modelling of contagion: a review of methodologies (Q5697332) (← links)