Pages that link to "Item:Q2687884"
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The following pages link to A triple-threshold leverage stochastic volatility model (Q2687884):
Displaying 6 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA (Q5384680) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
- Parameter estimation and applications for stochastic volatility model with time-varying leverage effect (Q6592370) (← links)