Modeling of Stochastic Volatility to Validate IDR Anchor Currency

Gadjah Mada International Journal of Business - Indonesia
doi 10.22146/gamaijb.26006
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Universitas Gadjah Mada

Related search

Stochastic Volatility and Stochastic Leverage

Annals of Finance
EconomicsEconometricsFinance
2010English

Nonparametric Stochastic Volatility

Econometric Theory
EconomicsEconometricsSocial Sciences
2018English

Stochastic Volatility of Volatility in Continuous Time

SSRN Electronic Journal
2009English

A Study on Currency Anchor Effect of Chinese Yuan

Modern Economy
2020English

Herding and Stochastic Volatility

SSRN Electronic Journal
2015English

Stochastic Skew in Currency Options☆

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2007English

A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model With Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes

Journal of Mathematical Finance
2018English

Stochastic Volatility and Correction to the Heat Equation

2004English

Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

SSRN Electronic Journal
2001English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy