Results 281 to 290 of about 124,089 (295)

Forecasting with VAR models: Fat tails and stochastic volatility

International Journal of Forecasting, 2017
Haroon Mumtaz, Gabor Pinter
exaly  

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution

International Journal of Forecasting, 2016
Makoto Takahashi, Toshiaki Watanabe, Yasuhiro Omori   +2 more
exaly  

Bayesian Analysis of Stochastic Volatility Models

Journal of Business and Economic Statistics, 2002
Eric Jacquier, Peter E Rossi
exaly  

Stochastic volatility in asset prices estimation with simulated maximum likelihood

Journal of Econometrics, 1994
Jon Danielsson
exaly  

Stochastic Volatility

2013
openaire   +1 more source

Stochastic Volatility

2011
openaire   +1 more source

Stochastic Volatility

2012
openaire   +1 more source

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Review of Financial Studies, 1993
exaly  

Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case

Quantitative Finance, 2013
exaly  

Stochastic Volatility ModelsIn

2016
openaire   +1 more source