Pages that link to "Item:Q956536"
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The following pages link to Approximating volatility diffusions with CEV-ARCH models (Q956536):
Displaying 4 items.
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- SWITCHING TO NONAFFINE STOCHASTIC VOLATILITY: A CLOSED-FORM EXPANSION FOR THE INVERSE GAMMA MODEL (Q2816963) (← links)
