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~isPartOf:"Asia-Pacific financial markets"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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Search: subject:"Stochastic Volatility"
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Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
3
Incorporating realized quarticity into a realized
stochastic
volatility
model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
4
VIX forecast under different volatility specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
5
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
6
Understanding delta-hedged option returns in
stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
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