The following pages link to (Q3374319):
Displaying 37 items.
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- Parametric estimation of hidden stochastic model by contrast minimization and deconvolution (Q378917) (← links)
- Filtering a nonlinear stochastic volatility model (Q437251) (← links)
- Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Lambert \(W\) random variables -- a new family of generalized skewed distributions with applications to risk estimation (Q652384) (← links)
- Determinants of S\&P 500 index option returns (Q941727) (← links)
- Pricing options under stochastic volatility: a power series approach (Q964675) (← links)
- American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
- Parametric and nonparametric models and methods in financial econometrics (Q975560) (← links)
- Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- ARCH modeling in finance. A review of the theory and empirical evidence (Q1185104) (← links)
- Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model (Q1185106) (← links)
- Extremes of stochastic volatility models (Q1296598) (← links)
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study (Q1298478) (← links)
- Estimation of stochastic volatility models via Monte Carlo maximum likelihood (Q1305633) (← links)
- Local scale models. State space alternative to integraded GARCH processes (Q1318993) (← links)
- Quasi-maximum likelihood estimation of stochastic volatility models (Q1341214) (← links)
- GMM and QML asymptotic standard deviations in stochastic volatility models: Comments on Ruiz (1994) (Q1362050) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- A hybrid data cloning maximum likelihood estimator for stochastic volatility models (Q1695565) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model (Q1893415) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Lévy processes driven by stochastic volatility (Q2372257) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- GMC/GEL estimation of stochastic volatility models (Q4607338) (← links)
- Inferences in Stochastic Volatility Models: A New Simpler Way (Q4645250) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350) (← links)
