Pages that link to "Item:Q2274297"
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The following pages link to Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297):
Displaying 5 items.
- The leverage effect puzzle revisited: identification in discrete time (Q2190223) (← links)
- Higher-order small time asymptotic expansion of Itô semimartingale characteristic function with application to estimation of leverage from options (Q2239273) (← links)
- A new method for testing leverage effect (Q3307475) (← links)
- A new volatility model: GQARCH‐ItÔ model (Q5095287) (← links)
- Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility (Q6641048) (← links)