Results 121 to 130 of about 127,087 (242)
Nonparametric methods for volatility density estimation
, 2009 Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process.
Spreij, Peter +2 more
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Leverage Effect and Stochastic Volatility in the Agricultural Commodity Market under the CEV Model [PDF]
, 2017 Michal Čermák
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Skew selection for factor stochastic volatility models. [PDF]
J Appl Stat, 2020 Nakajima J.
europepmc +1 more source
A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis. [PDF]
J Forecast, 2020 Huber F, Pfarrhofer M, Piribauer P.
europepmc +1 more source
A Bayesian Analysis of Return Dynamics with Stochastic Volatility and LéVy Jumps
, 2005 Haitao Li, Martin T. Wells, Cindy Yu
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Estimating a stochastic volatility model for DAX-Index options [PDF]
, 2003 Marzia Freo
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Multivariate stochastic volatility modeling of neural data. [PDF]
Elife, 2019 Phan TD +3 more
europepmc +1 more source
Analytical Formulas for Local Volatility Model with Stochastic Rates
, 2009 Eric Benhamou +2 more
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