Results 161 to 170 of about 127,087 (242)

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]

PLoS One
Li JC, Guo J, Ma R, Zhong G.
europepmc   +1 more source

Stochastic volatility models

, 2017
Truc Le
openalex   +1 more source

Bond market opening, monetary policy, and systemic financial risks - An empirical study based on the TVP-SV-VAR model. [PDF]

PLoS One
Ping WY, Hu YW, Luo LQ.
europepmc   +1 more source

A Simulation Study comparing MCMC, QML and GMM Estimation of the Stochastic Volatility Model

, 2016
Carl Nilsson
openalex   +1 more source

Closed-form approximations for option prices in stochastic volatility models via the mixing solution

, 2019
Kaustav Das
openalex   +1 more source

Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]

Entropy (Basel)
Maskawa JI.
europepmc   +1 more source

Calibration of Stochastic Volatility Models on a Multi-Core CPU Cluster

, 2013
Matthew Dixon, Mohammed Zubair
openalex   +1 more source

Fast mean-reversion asymptotics for large portfolios of stochastic volatility models

, 2018
Ben Hambly, Nikolaos Kolliopoulos
openalex   +2 more sources

Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]

Entropy (Basel)
Georgescu I, Kinnunen J.
europepmc   +1 more source