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Found 247 Documents (Results 1–100)

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Stochastic volatility models: faking a smile. (English) Zbl 1454.91286

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 2. Hackensack, NJ: World Scientific. 1271-1293 (2021).
MSC:  91G20 62P05
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Extended realized GARCH models. (English) Zbl 1402.62199

Perna, Cira (ed.) et al., Studies in theoretical and applied statistics. SIS 2016, Salerno, Italy, June 8–10, 2016. Cham: Springer (ISBN 978-3-319-73905-2/hbk; 978-3-319-73906-9/ebook). Springer Proceedings in Mathematics & Statistics 227, 159-168 (2018).
MSC:  62M10 62P20 62M20
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