Pages that link to "Item:Q1415625"
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The following pages link to Modelling the stochastic dynamics of volatility for equity indices (Q1415625):
Displaying 12 items.
- Approaches to forecasting volatility: Models and their performances for emerging equity markets (Q943161) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Volatility of volatility of financial markets (Q1596909) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- Deterministic volatility models and dynamics of option returns (Q2843181) (← links)
- An intensity-based approach for equity modeling (Q2862438) (← links)
- (Q3072078) (← links)
- Stochastic equity volatility and the capital structure of the firm (Q4698070) (← links)
- Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)
