The following pages link to (Q3400731):
Displaying 27 items.
- Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
- Ising model of financial markets with many assets (Q1619880) (← links)
- A calibration procedure for analyzing stock price dynamics in an agent-based framework (Q1657455) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- Dynamics of the price behavior in stock markets: a statistical physics approach (Q2067455) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- Quantifying the concerns of Dimon and Buffett with data and computation (Q2181537) (← links)
- Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- Volatility is rough (Q4554473) (← links)
- The Fractal Nature of Bitcoin: Evidence from Wavelet Power Spectra (Q4606767) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- An index of market shocks based on multiscale analysis* (Q4647246) (← links)
- Trading profitability from learning and adaptation on the Tokyo Stock Exchange (Q5001183) (← links)
- Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters (Q5066397) (← links)
- GARCH in spinor field (Q5233042) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (Q5377003) (← links)
- MARKET FLUCTUATIONS EXPLAINED BY DIVIDENDS AND INVESTOR NETWORKS (Q6203245) (← links)
- Fractional models for analysis of economic risks (Q6495718) (← links)
- Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701) (← links)
- Fourier approach to goodness-of-fit tests for Gaussian random processes (Q6581307) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- Analyzing skewed financial data using skew scale-shap mixtures of multivariate normal distributions (Q6649141) (← links)
- DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions (Q6657687) (← links)
