Pages that link to "Item:Q1873980"
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The following pages link to Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (Q1873980):
Displayed 4 items.
- Properties of a simple bilinear stochastic model: Estimation and predictability (Q2482024) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds (Q5432657) (← links)
- Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327) (← links)