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Publications by Yasuhiro Omori
News Impact Curve for Stochastic Volatility Models
Economics Letters
Economics
Finance
Econometrics
Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models
Computational Statistics and Data Analysis
Statistics
Probability
Applied Mathematics
Computational Theory
Computational Mathematics
Mathematics
Related publications
Fractional Cointegration in Stochastic Volatility Models
Econometric Theory
Economics
Econometrics
Social Sciences
Stochastic Volatility Models With Volatility Driven by Fractional Brownian Motions
Communications in Information and Systems
On Efficient Bayesian Inference for Models With Stochastic Volatility
SSRN Electronic Journal
Range-Based Estimation of Stochastic Volatility Models
Journal of Finance
Accounting
Economics
Econometrics
Finance
Solving Asset Pricing Models With Stochastic Volatility
SSRN Electronic Journal
Option Pricing for Stochastic Volatility Models: Vol-Of-Vol Expansion
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models
Proceedings of the American Control Conference
Electronic Engineering
Electrical
Bayesian Estimation of Non-Gaussian Stochastic Volatility Models
Journal of Mathematical Finance
