Pages that link to "Item:Q1850396"
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The following pages link to Volatility in financial markets: Stochastic models and empirical results (Q1850396):
Displaying 33 items.
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model (Q614589) (← links)
- Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- Understanding the determinants of volatility clustering in terms of stationary Markovian processes (Q1619870) (← links)
- Is volatility lognormal? Evidence from Italian futures (Q1867951) (← links)
- Topological data analysis of financial time series: landscapes of crashes (Q2148680) (← links)
- Volatility in the stock market: ANN versus parametric models (Q2241108) (← links)
- Signal propagation of fuzzy granule networks deriving from financial time series (Q2246972) (← links)
- The risks and returns of stock investment in a financial market (Q2284015) (← links)
- Editorial. Quantitative developments in financial volatility -- theory and practice (Q2292041) (← links)
- OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL (Q3067763) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
- Application of the heston and hull–white models to german dax data (Q4610279) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- Ensemble properties of high-frequency data and intraday trading rules (Q4683008) (← links)
- Anomalous diffusion: Fractional Fokker–Planck equation and its solutions (Q4833000) (← links)
- An Overview of the Determinants of Financial Volatility: An Explanation of Measuring Techniques (Q4924362) (← links)
- Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets (Q5041663) (← links)
- ON THE STATISTICAL PHYSICS CONTRIBUTION TO QUANTITATIVE FINANCE (Q5312123) (← links)
- Handbook of Volatility Models and Their Applications (Q5388714) (← links)
- On dependence of volatility on return for stochastic volatility models (Q5410814) (← links)
- Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327) (← links)
- Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086) (← links)
- Volatility and stock prices: Implications from a production model of asset pricing (Q5940744) (← links)
- Heterogeneous volatility cascade in financial markets (Q5942417) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
