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Publications by Tundjung Mahatma
Modeling of Stochastic Volatility to Validate IDR Anchor Currency
Gadjah Mada International Journal of Business
Economics
International Management
Business
Econometrics
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Stochastic Volatility and Stochastic Leverage
Annals of Finance
Economics
Econometrics
Finance
Nonparametric Stochastic Volatility
Econometric Theory
Economics
Econometrics
Social Sciences
Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal
A Study on Currency Anchor Effect of Chinese Yuan
Modern Economy
Herding and Stochastic Volatility
SSRN Electronic Journal
Stochastic Skew in Currency Options☆
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
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
Stochastic Volatility and Correction to the Heat Equation
Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility
SSRN Electronic Journal
