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Volatility
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Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi
;
Xu, Li
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
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Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.
;
Prasanna, P. Krishna
- In:
Finance research letters
25
(
2018
),
pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
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A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
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Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Zakaria, Firano
;
Benbachir, Anass
- In:
Journal of modelling in management
18
(
2023
)
5
,
pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
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