Pages that link to "Item:Q955468"
From MaRDI portal
The following pages link to Recent developments in volatility modeling and applications (Q955468):
Displaying 6 items.
- Random coefficient GARCH models (Q814261) (← links)
- Random coefficient mixture (RCM) GARCH models (Q815363) (← links)
- Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673) (← links)
- Editorial. Quantitative developments in financial volatility -- theory and practice (Q2292041) (← links)
- Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance (Q3518490) (← links)
- Handbook of Volatility Models and Their Applications (Q5388714) (← links)