Narrow search
Showing 1 - 4 of 4
Cover Image
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard; Perron, Pierre - In: Quantitative finance 18 (2018) 3, pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Cover Image
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra; Spiliopoulos, Konstantinos - In: Quantitative finance 18 (2018) 3, pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Cover Image
The interest rate factor in commodity markets
Shu, Haicheng - In: Quantitative finance 21 (2021) 12, pp. 2103-2118
Persistent link: https://www.econbiz.de/10012696821
Cover Image
Pairs trading with general state space models
Zhang, Guang - In: Quantitative finance 21 (2021) 9, pp. 1567-1587
Persistent link: https://www.econbiz.de/10012624158