Pages that link to "Item:Q470516"
From MaRDI portal
The following pages link to Stochastic volatility and stochastic leverage (Q470516):
Displaying 3 items.
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
