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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Andrikopoulos, Alexandru"
~person:"Wang, Tonghui"
~subject:"Statistical distribution"
~type:"article"
~type_genre:"Book section"
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Volatilität
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Andrikopoulos, Alexandru
Wang, Tonghui
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
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2
New estimation method for mixture of normal distributions
Hu, Qianfang
;
Zheng, Wei
;
Li, Baokun
;
Wang, Tonghui
- In:
Robustness in econometrics
,
(pp. 217-233)
.
2017
Persistent link: https://www.econbiz.de/10011801168
Saved in:
3
EM estimation for multivariate skew slash distribution
Tian, Weizhong
;
Han, Guodong
;
Wang, Tonghui
;
Varith …
- In:
Robustness in econometrics
,
(pp. 235-248)
.
2017
Persistent link: https://www.econbiz.de/10011801175
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