Pages that link to "Item:Q5460680"
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The following pages link to Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model (Q5460680):
Displaying 8 items.
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- Analysis of market weights under volatility-stabilized market models (Q549872) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
- ICLUS: A robust and scalable clustering model for time series via independent component analysis (Q5426636) (← links)
