Narrow search
Showing 21 - 30 of 11,766
Cover Image
Stochastic volatility : univariate and multivariate extensions
Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995
Persistent link: https://www.econbiz.de/10000918910
Cover Image
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10000993233
Cover Image
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning - 1998
Persistent link: https://www.econbiz.de/10000997987
Cover Image
Forecasting (LOG) volatility models
Christodoulakis, George A.; Satchell, Stephen - 1998
Persistent link: https://www.econbiz.de/10000998647
Cover Image
Exchange rate dynamics under stochastic regime shifts : a unified approach
Froot, Kenneth; Obstfeld, Maurice - 1989
Persistent link: https://www.econbiz.de/10000761140
Cover Image
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer; Zhu, Jianwei - 1998 - Rev.
Persistent link: https://www.econbiz.de/10000676009
Cover Image
Stochastic volatility models : conditional normality versus heavy tailed distributions
Liesenfeld, Roman; Jung, Robert - 1997
Persistent link: https://www.econbiz.de/10000642314
Cover Image
Estimation of the stochastic volatility by Markov Chain Monte Carlo
Boscher, Hans - In: Econometrics in theory and practice : Festschrift for …, (pp. 189-203). 1998
Persistent link: https://www.econbiz.de/10001301445
Cover Image
Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398325
Cover Image
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938