Pages that link to "Item:Q3019508"
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The following pages link to Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508):
Displaying 14 items.
- Limit experiments of GARCH (Q408085) (← links)
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Volatility estimation by combining stock price data and option data (Q896580) (← links)
- Bivariate nonparametric density estimation of stock prices and volume (Q1415627) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Generalized BN-S stochastic volatility model for option pricing (Q2800056) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- (Q3516631) (← links)
- The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628) (← links)
- Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression (Q4620144) (← links)
- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations (Q5036506) (← links)
- A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)
- Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684) (← links)
