Pages that link to "Item:Q1873980"

The following pages link to Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (Q1873980):

Displaying 14 items.

• Roles of capital flow on the stability of a market system (Q1618608) (← links)
• The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
• The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
• Forecasting the crude oil prices based on econophysics and Bayesian approach (Q2139336) (← links)
• A geometrical imaging of the real gap between economies of China and the United States (Q2145567) (← links)
• The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
• The risks and returns of stock investment in a financial market (Q2284015) (← links)
• Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
• VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
• Application of the heston and hull–white models to german dax data (Q4610279) (← links)
• Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)
• Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
• The roles of extrinsic periodic information on the stability of stock price (Q6176894) (← links)