Pages that link to "Item:Q3574746"
From MaRDI portal
The following pages link to Asymmetry in Stochastic Volatility Models: Threshold or Correlation? (Q3574746):
Displaying 4 items.
- Shifts in volatility driven by large stock market shocks (Q1657558) (← links)
- A triple-threshold leverage stochastic volatility model (Q2687884) (← links)
- Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)