Pages that link to "Item:Q5485113"
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The following pages link to A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (Q5485113):
Displaying 12 items.
- A wavelet-based approach for modelling exchange rates (Q719004) (← links)
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630) (← links)
- Risk estimation in exchange rate markets based on stochastic copula approach (Q2088435) (← links)
- SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation (Q2223799) (← links)
- (Q3374310) (← links)
- 缺失数据环境下汇率序列的潜变量Metropolis-Hastings算法及触发式理财产品定价#br# (Q3380858) (← links)
- Modelling exchange rate volatility (Q4346484) (← links)
- The Distribution of Realized Exchange Rate Volatility (Q4808055) (← links)
- Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
