Introduction to the special issue on volatility modelling

DOI10.1088/1469-7688/2/1/602MaRDI QIDQ4646764zbMATH OpenOpenAlexFDO

Authors

Publication date 14 January 2019

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1469-7688/2/1/602

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

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Cited in

(8)

• Preface: Analytical models for financial modeling and risk management
• Editorial. Quantitative developments in financial volatility -- theory and practice
• Econometric modelling in finance and risk management: an overview
• Special issue on stochastic models, statistics and finance: guest editor's introduction
• Handbook of Volatility Models and Their Applications
• In memoriam: Marco Avellaneda (1955–2022)
• Financial events risk assessment based on historical data analysis
• Recent developments in volatility modeling and applications

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