The following pages link to (Q3592366):
Displaying 17 items.
- Filtering a nonlinear stochastic volatility model (Q437251) (← links)
- The generalized lognormal distribution and the Stieltjes moment problem (Q482793) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Estimation of a structural stochastic volatility model of asset pricing (Q540665) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- Option pricing with ARIMA-GARCH models of underlying asset returns (Q1725588) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach (Q2343097) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- On the Distribution Estimation of Power Threshold Garch Processes (Q2817307) (← links)
- AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON (Q2870070) (← links)
- (Q2971501) (← links)
- ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY (Q3067767) (← links)
- Distinguishing short and long memory volatility specifications (Q3548528) (← links)
- On the Finite Dimensional Laws of Threshold GARCH Processes (Q4644989) (← links)
- Online portfolio selection (Q5176170) (← links)
- Discrete Time Series, Processes, and Applications in Finance (Q5247923) (← links)
