Stochastic Volatility and Stochastic Leverage

Annals of Finance - Germany
doi 10.1007/s10436-010-0157-3
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Nonparametric Stochastic Volatility

Econometric Theory
EconomicsEconometricsSocial Sciences
2018English

Herding and Stochastic Volatility

SSRN Electronic Journal
2015English

Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model With Leverage

Springer Proceedings in Mathematics and Statistics
Mathematics
2019English

Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2010English

Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal
2009English

Bounds for Present Value Functions With Stochastic Interest Rates and Stochastic Volatility

Insurance: Mathematics and Economics
UncertaintyEconomicsStatisticsEconometricsProbability
2002English

Implied and Local Volatilities Under Stochastic Volatility

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2001English

Fractional Cointegration in Stochastic Volatility Models

Econometric Theory
EconomicsEconometricsSocial Sciences
2008English

Multivariate Wishart Stochastic Volatility and Changes in Regime

AStA Advances in Statistical Analysis
StatisticsProbabilityApplied MathematicsEconomicsAnalysisEconometricsModelingSimulationSocial Sciences
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy