Pages that link to "Item:Q292013"
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The following pages link to Volatility comovement: a multifrequency approach (Q292013):
Displaying 10 items.
- Multifractal value at risk model (Q1619380) (← links)
- Forecasting value-at-risk in turbulent stock markets via the local regularity of the price process (Q2127364) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- On the Regularities of Mass Random Phenomena (Q2950129) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Log-normal continuous cascade model of asset returns: aggregation properties and estimation (Q5397418) (← links)
- A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (Q6623167) (← links)
- A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model (Q6634899) (← links)
- DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions (Q6657687) (← links)
