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The correlation dimension of returns with stochastic volatility

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No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Filtering of a Multi-Dimension Stochasti

✍ Luo, Shangzhen 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 178 KB

Further empirical evidence on stochastic

✍ Ana González-Urteaga 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 417 KB

The conditional equity premium, cross-se

✍ Fung, Ka Wai Terence; Lau, Chi Keung Marco; Chan, Kwok Ho 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 879 KB

On dependence of volatility on return fo

✍ Martynov, Mikhail; Rozanova, Olga 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 174 KB

Estimating stochastic volatility models

✍ Shu Quan Lu; Shiyu Xie; Takao Ito 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 154 KB

Estimation of an Asymmetric Stochastic V

✍ Andrew C. Harvey and Neil Shephard 📂 Article 📅 1996 🏛 American Statistical Association 🌐 English ⚖ 305 KB