Pages that link to "Item:Q2471733"
From MaRDI portal
The following pages link to Estimation and prediction of a non-constant volatility (Q2471733):
Displaying 4 items.
- Estimating the long rate and its volatility (Q500503) (← links)
- Nonparametric prediction for the time-dependent volatility of the security price (Q1000391) (← links)
- Forecasting volatility in the presence of model instability (Q2810422) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)