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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Central limit theorem for the realized volatility based on the tick time sampling
Fukasawa, Masaaki - In: Finance and stochastics 14 (2010) 2, pp. 209-233
Persistent link: https://www.econbiz.de/10003951499
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Exchange rate dynamics, central bank interventions and chaos control methods
Wieland, Cristian; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 58 (2005) 1, pp. 117-132
Persistent link: https://www.econbiz.de/10003137733
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A class of nonlinear stochastic volatility models and its implications on pricing currency options
Yu, Jun; Yang, Zhenlin; Zhang, Xibin - 2002
Persistent link: https://www.econbiz.de/10001722373
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The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian - In: Applied mathematical finance 8 (2001) 4, pp. 235-262
Persistent link: https://www.econbiz.de/10001688352
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The price-volatility feedback rate : an implementable mathematical indicator of market stability
Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; … - In: Mathematical finance : an international journal of … 13 (2003) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001765629
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Exchange rate dynamics, central bank interventions and chaos control methods
Westerhoff, Frank; Wieland, Cristian - 2003
Persistent link: https://www.econbiz.de/10001739048
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The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian - 1999
Persistent link: https://www.econbiz.de/10001367775
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A class of nonlinear stochastic volatility models
Yu, Jun; Yang, Zhenlin - 2002
Persistent link: https://www.econbiz.de/10001677963
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The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian - 2002
Persistent link: https://www.econbiz.de/10001667065