The following pages link to (Q3511640):
Displaying 7 items.
- Realized power variation and stochastic volatility model (Q1431540) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Multivariate Stochastic Volatility (Q3646962) (← links)
- Heterogenous market hypothesis evaluation using multipower variation volatility (Q4638847) (← links)
- Power variation and stochastic volatility: a review and some new results (Q4822456) (← links)
- Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
- Variation, jumps and high-frequency data in financial econometrics (Q5447122) (← links)