Pages that link to "Item:Q3552628"
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The following pages link to The estimation of the Barndorff-Nielsen and Shephard model from daily data based on measures of trading intensity (Q3552628):
Displaying 3 items.
- On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
- Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models (Q3019508) (← links)
- FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)