Pages that link to "Item:Q737254"
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The following pages link to Econometric analysis of jump-driven stochastic volatility models (Q737254):
Displayed 7 items.
- 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)
- Power variation from second order differences for pure jump semimartingales (Q2447655) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)