Pages that link to "Item:Q1398979"
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The following pages link to Alternative models for stock price dynamics. (Q1398979):
Displaying 11 items.
- A fractionally integrated Wishart stochastic volatility model (Q5864454) (← links)
- The impact of jumps and leverage in forecasting covolatility (Q5864641) (← links)
- IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (Q5880804) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)
- Volatility of volatility and leverage effect from options (Q6118716) (← links)
- Hedging cryptocurrency options (Q6154211) (← links)
- INFORMATION-THEORETIC ANALYSIS OF STOCHASTIC VOLATILITY MODELS (Q6203301) (← links)
- APPROXIMATE PRICING OF DERIVATIVES UNDER FRACTIONAL STOCHASTIC VOLATILITY MODEL (Q6204621) (← links)
- Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all (Q6551688) (← links)
- Reconciling rough volatility with jumps (Q6623042) (← links)
- The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)