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Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar; Zhang, Hailiang; Kanwal, Samra; … - In: International journal of financial engineering 10 (2023) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
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A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj - In: Journal of mathematical finance 6 (2016) 2, pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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Künstliche neuronale Netze und ihre Beziehungen zur Statistik
Widmann, Gabriele - 2001
Persistent link: https://www.econbiz.de/10001543805
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Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G. - In: Current topics in quantitative finance : with 23 tables, (pp. 80-92). 1999
Persistent link: https://www.econbiz.de/10001442926
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The performance of the Indian stock market during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Investment management and financial innovations 17 (2020) 3, pp. 133-147
Persistent link: https://www.econbiz.de/10012405625
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Macroeconomic determinants of stock market volatility : an empirical study of Malaysia and Indonesia
Nikmanesh, Lida; Abu Hassan Shaari Mohd Nor - In: Asian Academy of Management journal : AAMJ 21 (2016) 1, pp. 161-180
Persistent link: https://www.econbiz.de/10011665273
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Volatility regressions with fat tails
Kim, Jihyun; Meddahi, Nour - 2020
Persistent link: https://www.econbiz.de/10012216036
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On financial distributions modelling methods : application on regression models for time series
Dewick, Paul R. - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15
, as the distribution and stylized facts can determine if volatility is present, resulting in financial risk and contagion …
Persistent link: https://www.econbiz.de/10013471223
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Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian; Härdle, Wolfgang; Nielsen, Jens Perch - 1998
Persistent link: https://www.econbiz.de/10000168636