Pages that link to "Item:Q3646956"
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The following pages link to Stochastic Volatility: Origins and Overview (Q3646956):
Displayed 14 items.
- Between data cleaning and inference: pre-averaging and robust estimators of the efficient price (Q308366) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Pricing the European call option in the model with stochastic volatility driven by Ornstein-Uhlenbeck process. Exact formulas (Q340779) (← links)
- Large deviations of realized volatility (Q665439) (← links)
- Testing for the number of states in hidden Markov models (Q1659122) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- The eigenstructure of the sample covariance matrices of high-dimensional stochastic volatility models with heavy tails (Q2325386) (← links)
- Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506) (← links)
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (Q5252859) (← links)
- An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility (Q5351667) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)