Pages that link to "Item:Q5138133"
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The following pages link to Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133):
Displayed 3 items.
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Nonparametric predictive inference for American option pricing based on the binomial tree model (Q5079089) (← links)
- Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
