Pages that link to "Item:Q1017067"
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The following pages link to Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching (Q1017067):
Displaying 10 items.
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Modeling long memory in stock market volatility (Q1588307) (← links)
- Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space (Q1787719) (← links)
- Speculative behavior and the dynamics of interacting stock markets (Q1994607) (← links)
- Do `complex' financial models really lead to complex dynamics? Agent-based models and multifractality (Q2181525) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Forecasting volatility under fractality, regime-switching, long memory and Student-\(t\) innovations (Q2445719) (← links)
- Markov regime switching in mean and in fractional integration parameter (Q4607353) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Relative forecasting performance of volatility models: Monte Carlo evidence (Q5397468) (← links)
