Pages that link to "Item:Q3646960"

The following pages link to Stochastic Volatility Models with Long Memory (Q3646960):

Displaying 10 items.

• Estimation and pricing under long-memory stochastic volatility (Q470523) (← links)
• Sample quantile analysis for long-memory stochastic volatility models (Q888329) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• The tail empirical process for long memory stochastic volatility models with leverage (Q2326064) (← links)
• Stochastic volatility and option pricing with long-memory in discrete and continuous time (Q2873036) (← links)
• Long Memory in Integrated and Realized Variance (Q2930712) (← links)
• Long Memory in Finance and Fractional Brownian Motion (Q5325410) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)