Pages that link to "Item:Q1591488"
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The following pages link to Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models (Q1591488):
Displaying 9 items.
- On the applicability of stochastic volatility models (Q1010565) (← links)
- Forecasting exchange rate volatility. (Q1603860) (← links)
- VIX forecast under different volatility specifications (Q1627811) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037) (← links)
- Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
- Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
- Forecasting credit spread volatility: evidence from the Japanese Eurobond market (Q2575430) (← links)
- Forecasting volatility (Q2575551) (← links)
