Pages that link to "Item:Q3646967"
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The following pages link to Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967):
Displaying 7 items.
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
