Pages that link to "Item:Q257523"
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The following pages link to On the use of non-linear transformations in stochastic volatility models (Q257523):
Displaying 5 items.
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
- Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&apos;s <i>t</i>-Distributions (Q5248882) (← links)
- Options on realized variance by transform methods: a non-affine stochastic volatility model (Q5745637) (← links)
