Pages that link to "Item:Q470516"
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The following pages link to Stochastic volatility and stochastic leverage (Q470516):
Displaying 21 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- An ordinal pattern approach to detect and to model leverage effects and dependence structures between financial time series (Q465611) (← links)
- First steps towards an equilibrium theory for Lévy financial markets (Q470675) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- The dynamics of stochastic volatility: evidence from underlying and options markets (Q1398978) (← links)
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Bias-optimal vol-of-vol estimation: the role of window overlapping (Q2145695) (← links)
- A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process (Q2230761) (← links)
- Estimation of the stochastic leverage effect using the Fourier transform method (Q2274297) (← links)
- Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (Q2347718) (← links)
- On idiosyncratic stochasticity of financial leverage effects (Q2453988) (← links)
- On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406) (← links)
- Leverage causes fat tails and clustered volatility (Q2869960) (← links)
- The reactive volatility model (Q2871420) (← links)
- Estimation of Correlation for Continuous Semimartingales (Q3145567) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- (Q4791402) (← links)
- Exponentiation of conditional expectations under stochastic volatility (Q5215433) (← links)
- VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986) (← links)
