Size distortion in the analysis of volatility and covolatility effects
Year of publication: |
2013
|
---|---|
Authors: | Gouriéroux, Christian ; Jasiak, Joann |
Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 91-118
|
Subject: | Finanzmathematik | Mathematical finance | Volatilität | Volatility | Risikoprämie | Risk premium | Multivariate Analyse | Multivariate analysis | Theorie | Theory |
-
Financial mathematics, volatility and covariance modelling
Chevallier, Julien, (2019)
-
Multivariate Option Pricing with Time Varying Volatility and Correlations
Rombouts, J. V. K., (2010)
-
Multivariate Option Pricing with Time Varying Volatility and Correlations
Rombouts, J. V. K., (2010)
- More ...
-
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric, (1996)
-
Sherris, Michael, (2007)
-
Gouriéroux, Christian, (2008)
- More ...