Pages that link to "Item:Q2440158"
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The following pages link to News impact curve for stochastic volatility models (Q2440158):
Displaying 3 items.
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)