Pages that link to "Item:Q5881707"

The following pages link to Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707):

Displaying 3 items.

• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
• Dissecting skewness under affine jump-diffusions (Q2697094) (← links)