Pages that link to "Item:Q956536"
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The following pages link to Approximating volatility diffusions with CEV-ARCH models (Q956536):
Displaying 10 items.
- Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model (Q1185106) (← links)
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- A link between complete models with stochastic volatility and ARCH models (Q1887266) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- ARCH models as diffusion approximations (Q2640240) (← links)
- The continuous-time limit of score-driven volatility models (Q2658765) (← links)
- Switching to nonaffine stochastic volatility: a closed-form expansion for the inverse gamma model (Q2816963) (← links)
- On improved volatility modelling by fitting skewness in ARCH models (Q5037037) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
