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Stiglitz, Joseph E.
65
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52
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38
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1
Nonparametric methods for
volatility
density estimation
Es, Bert van
;
Spreij, Peter
;
Zanten, Harry van
- In:
Advanced mathematical methods for finance
,
(pp. 293-312)
.
2011
Persistent link: https://www.econbiz.de/10008991285
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2
Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz
;
Nkurunziza, Sévérien
;
Liu, Shuangzhe
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 255-270)
.
2009
Persistent link: https://www.econbiz.de/10003781036
Saved in:
3
Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
;
Papapantoleon, Antonis
- In:
Advanced mathematical methods for finance
,
(pp. 223-245)
.
2011
Persistent link: https://www.econbiz.de/10008991291
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4
Credit contagion in a long range dependent macroeconomic factor model
Biagini, Francesca
;
Fuschini, Serena
;
Klüppelberg, Claudia
- In:
Advanced mathematical methods for finance
,
(pp. 105-132)
.
2011
Persistent link: https://www.econbiz.de/10008991320
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5
Stochastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
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6
Dynamic factor models for the
volatility
surface
Wel, Michel van der
;
Ozturk, Sait R.
;
Dijk, Dick van
- In:
Dynamic factor models
,
(pp. 127-174)
.
2016
Persistent link: https://www.econbiz.de/10011448659
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7
Time change,
volatility
, and turbulence
Barndorff-Nielsen, Ole E.
;
Schmiegel, Jürgen
- In:
Mathematical control theory and finance
,
(pp. 29-53)
.
2008
Persistent link: https://www.econbiz.de/10003755554
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8
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
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9
On a simple two-stage closed-form estimator for a stochastic
volatility
in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
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10
Stochastic
volatility
models with long memory
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Handbook of financial time series
,
(pp. 345-354)
.
2009
Persistent link: https://www.econbiz.de/10003833970
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