Pages that link to "Item:Q2889585"
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The following pages link to The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX (Q2889585):
Displayed 5 items.
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
- Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683) (← links)
- A regime-switching Heston model for VIX and S&P 500 implied volatilities (Q5247236) (← links)
- Modelling and Prediction of Financial Time Series (Q5419653) (← links)