Pages that link to "Item:Q3646967"

The following pages link to Continuous Time Approximations to GARCH and Stochastic Volatility Models (Q3646967):

Displaying 12 items.

• Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
• Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
• The microstructural foundations of leverage effect and rough volatility (Q1709601) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• Stochastic interest rate volatility modeling with a continuous-time GARCH(1,1) model (Q2349619) (← links)
• Testing structural changes in panel data with small fixed panel size and bootstrap (Q2516566) (← links)
• The continuous-time limit of score-driven volatility models (Q2658765) (← links)
• A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
• Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
• Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
• The continuous limit of weak GARCH (Q5861045) (← links)
• Stochastic volatility in financial markets. Crossing the bridge to continuous time (Q5934086) (← links)