Pages that link to "Item:Q2691691"
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The following pages link to Specification analysis in regime-switching continuous-time diffusion models for market volatility (Q2691691):
Displaying 5 items.
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
- A multifactor transformed diffusion model with applications to VIX and VIX futures (Q5860975) (← links)