Pages that link to "Item:Q1010565"
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The following pages link to On the applicability of stochastic volatility models (Q1010565):
Displaying 12 items.
- Recent developments in volatility modeling and applications (Q955468) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
- Stochastic volatility and DSGE models (Q991328) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Consistent estimation in regression models for the drift function in some continuous time models (Q1023597) (← links)
- (Q3072078) (← links)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033) (← links)
- Complications with stochastic volatility models (Q4391417) (← links)
- Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets (Q5041663) (← links)
- Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086) (← links)
