Symposium on stochastic volatility : an introductory overview
Year of publication: |
2012
|
---|---|
Authors: | Viens, Frederi G. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 8.2012, 2/3, p. 151-157
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Optionspreistheorie | Option pricing theory | Theorie | Theory |
-
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman, (2009)
-
Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea, (2016)
-
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
Liao, Yin, (2012)
- More ...
-
R&D Spending, Knowledge Capital, and Agricultural Productivity Growth : A Bayesian Approach
Baldos, Uris Lantz C., (2018)
-
Kim, Ha Young, (2012)
-
Estimation and pricing under long-memory stochastic volatility
Chronopoulou, Alexandra, (2012)
- More ...