Pages that link to "Item:Q2148604"
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The following pages link to Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models (Q2148604):
Displaying 8 items.
- Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
- Estimating stochastic volatility: the rough side to equity returns (Q2292049) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
- Modeling high frequency stock market data by using stochastic models (Q5085210) (← links)
- Inference for a change‐point problem under an OU setting with unequal and unknown volatilities (Q5107620) (← links)
- A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes (Q5884017) (← links)
