MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 183, doi. 10.1111/j.1467-9965.1994.tb00057.x
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- Article
Works matching IS 09601627 AND DT 1994 AND VI 4 AND IP 2
Results: 8
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THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 205, doi. 10.1111/j.1467-9965.1994.tb00058.x
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- Article
3
A PRICING OPERATOR-BASED TESTING FOUNDATION FOR A CLASS OF FACTOR PRICING MODELS.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 121, doi. 10.1111/j.1467-9965.1994.tb00053.x
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- Publication type:
- Article
4
ASYMPTOTIC INFERENCE FOR THE PARAMETERS OF A DISCRETE-TIME SQUARE-ROOT PROCESS.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 169, doi. 10.1111/j.1467-9965.1994.tb00056.x
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- Publication type:
- Article
5
MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 155, doi. 10.1111/j.1467-9965.1994.tb00055.x
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- Publication type:
- Article
6
EFFICIENCY GAINS IN BETA-PRICING MODELS.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 143, doi. 10.1111/j.1467-9965.1994.tb00054.x
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- Article
7
THE STATISTICS OF LONG-HORIZON REGRESSIONS REVISITED.
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- Mathematical Finance, 1994, v. 4, n. 2, p. 103, doi. 10.1111/j.1467-9965.1994.tb00052.x
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- Publication type:
- Article
8
STOCHASTIC AUTOREGRESSIVE VOLATILITY: A FRAMEWORK FOR VOLATILITY MODELING.
- Published in:
- Mathematical Finance, 1994, v. 4, n. 2, p. 75
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- Publication type:
- Article