Pages that link to "Item:Q2063058"
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The following pages link to Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058):
Displayed 3 items.
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters (Q6049522) (← links)
- Asymptotics for multifactor Volterra type stochastic volatility models (Q6087161) (← links)