Pages that link to "Item:Q737258"
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The following pages link to Estimation of objective and risk-neutral distributions based on moments of integrated volatility (Q737258):
Displaying 14 items.
- Probabilistic forecasts of volatility and its risk premia (Q528102) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Realized volatility forecasting and market microstructure noise (Q737278) (← links)
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (Q737279) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- An option pricing formula for the GARCH diffusion model (Q957204) (← links)
- Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data (Q1655591) (← links)
- Electricity forward curves with thin granularity: theory and empirical evidence in the hourly EPEXspot market (Q1753617) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data (Q2691639) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
