Pages that link to "Item:Q957226"
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The following pages link to Evaluating volatility forecasts in option pricing in the context of a simulated options market (Q957226):
Displaying 5 items.
- Second special issue on computational econometrics (Q957202) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- An analysis of the flexibility of asymmetric power GARCH models (Q1010472) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
