Pages that link to "Item:Q5377003"
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The following pages link to VOLATILITY INFERENCE AND RETURN DEPENDENCIES IN STOCHASTIC VOLATILITY MODELS (Q5377003):
Displaying 4 items.
- Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- Inference for random coefficient volatility models (Q2231011) (← links)