Pages that link to "Item:Q737254"

The following pages link to Econometric analysis of jump-driven stochastic volatility models (Q737254):

Displaying 16 items.

• Volatility analysis with realized GARCH-Itô models (Q134810) (← links)
• Estimation of continuous-time stochastic volatility models with jumps using high-frequency data (Q301970) (← links)
• Stochastic volatility and stochastic leverage (Q470516) (← links)
• Large deviations of realized volatility (Q665439) (← links)
• Realized Laplace transforms for estimation of jump diffusive volatility models (Q738034) (← links)
• Implementation of Lévy CARMA model in \texttt{yuima} package (Q906147) (← links)
• Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• Pricing foreign equity option under stochastic volatility tempered stable Lévy processes (Q2147863) (← links)
• Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
• Option pricing and hedging for optimized Lévy driven stochastic volatility models (Q2410398) (← links)
• Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
• Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations (Q2676916) (← links)
• Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
• Model verification for Lévy-driven CARMA(2,1) processes (Q5157351) (← links)
• CONVERGENCE RATES OF SUMS OF <i>α</i>-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES (Q5357399) (← links)