Pages that link to "Item:Q862565"

The following pages link to Testing for volatility jumps in the stochastic volatility process (Q862565):

Displaying 10 items.

• The Gumbel test and jumps in the volatility process (Q300783) (← links)
• Testing for non-correlation between price and volatility jumps (Q515135) (← links)
• Testing for jumps in the EGARCH process (Q834296) (← links)
• Testing for volatility jumps in the stochastic volatility process (Q862565) (← links)
• Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
• Testing for jumps in the stochastic volatility models (Q1025341) (← links)
• A test for the rank of the volatility process: the random perturbation approach (Q2438757) (← links)
• STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
• Testing for changing volatility (Q5084375) (← links)
• Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)