Results 271 to 280 of about 124,089 (295)

Modeling Stochastic Volatility

2022
Nalini Ravishanker, Balaji Raman, Refik Soyer   +2 more
openaire   +1 more source

Stochastic Volatility

2014
openaire   +2 more sources

Probabilistic electricity price forecasting with Bayesian stochastic volatility models

Energy Economics, 2019
Maciej Kostrzewski, Jadwiga Kostrzewska
exaly  

Gaussian Process Regression Stochastic Volatility Model for Financial Time Series

IEEE Journal on Selected Topics in Signal Processing, 2016
Xiao-Ping Zhang, Fang Wang
exaly  

Stochastic volatility with leverage: Fast and efficient likelihood inference

Journal of Econometrics, 2007
Yasuhiro Omori, Siddhartha Chib, Neil Shephard   +2 more
exaly  

Stochastic Volatility and Realized Stochastic Volatility Models

2015
openaire   +1 more source

A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps

European Journal of Operational Research, 2017
Zhen-Yu Cui, Justin Kirkby, Duy Nguyen
exaly  

Stochastic Volatility

2018
openaire   +1 more source

Estimating continuous-time stochastic volatility models of the short-term interest rate

Journal of Econometrics, 1997
Torben G Andersen
exaly  

Multivariate Stochastic Volatility: A Review

Econometric Reviews, 2006
Manabu Asai, Michael McAleer, Jun Yu
exaly