Results 271 to 280 of about 22,553 (296)

Stochastic Volatility and Realized Stochastic Volatility Models

2023
Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe   +2 more
openaire   +1 more source

Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching

Expert Systems With Applications, 2023
Xin-Jiang He, Sha Lin
exaly  

Forecasting the Volatility of the Cryptocurrency Market by GARCH and Stochastic Volatility

Mathematics, 2021
Chulhee Jun, Junyoup Lee, Jong-Min Kim   +2 more
exaly  

Stochastic Volatility

SSRN Electronic Journal, 2015
Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos   +2 more
openaire   +2 more sources

Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2002
Neil Shephard
exaly  

A market model for stochastic implied volatility

Philosophical Transactions Series A, Mathematical, Physical, and Engineering Sciences, 1999
Philipp J Schönbucher
exaly  

The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well

Management Science, 2009
Kris Jacobs, Peter Christoffersen
exaly  

Bayesian Analysis of Stochastic Volatility Models

Journal of Business and Economic Statistics, 1994
Peter E Rossi, Eric Jacquier, Nicholas G Polson   +2 more
exaly  

Stochastic Volatility and Realized Stochastic Volatility Models

2015
openaire   +1 more source

Stochastic Volatility

2022
openaire   +1 more source