Pages that link to "Item:Q4928538"
From MaRDI portal
The following pages link to Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary (Q4928538):
Displaying 4 items.
- Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- Towards a unified framework for high and low frequency return volatility modeling (Q4259384) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)