Pages that link to "Item:Q5085832"
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The following pages link to A stochastic volatility factor model of heston type. Statistical properties and estimation (Q5085832):
Displaying 6 items.
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- A multifactor volatility Heston model (Q3539544) (← links)
- The Heston model with stochastic elasticity of variance (Q4620171) (← links)
- THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL (Q5371135) (← links)
- Factor Stochastic Volatility in Mean Models: A GMM Approach (Q5485106) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)