Pages that link to "Item:Q4210852"
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The following pages link to A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852):
Displaying 7 items.
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
- A new estimator method for GARCH models (Q978796) (← links)
- VIX forecast under different volatility specifications (Q1627811) (← links)
- (Q3402991) (← links)
- Two Cholesky-log-GARCH models for multivariate volatilities (Q4971416) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)