Volatility of volatility of financial markets
From MaRDI portal
(Redirected from Publication:1596909)
Recommendations
Cites work
- scientific article; zbMATH DE number 3796268 (Why is no real title available?)
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- Application of statistical mechanics methodology to term-structure bond- pricing models
- Statistical mechanics of nonlinear nonequilibrium financial markets
- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
- The Mathematics of Financial Derivatives
Cited in
(13)- Volatility occupation times
- An Overview of the Determinants of Financial Volatility: An Explanation of Measuring Techniques
- scientific article; zbMATH DE number 1642354 (Why is no real title available?)
- Excess volatility and stochastic approach of interest rates in stock market
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
- Is volatility lognormal? Evidence from Italian futures
- scientific article; zbMATH DE number 5198651 (Why is no real title available?)
- Volatility models of currency futures in developed and emerging markets.
- Financial markets with volatility uncertainty
- Volatility in financial markets: Stochastic models and empirical results
- Stochastic Volatility: Origins and Overview
- Models of stochastic and chaotic volatility for news analysis
- Time-to-Expiry Seasonalities in Eurofutures
This page was built for publication: Volatility of volatility of financial markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1596909)
