Lv2
200 积分 2023-07-12 加入
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
19天前
已完结
Bad environments, good environments: A non-Gaussian asymmetric volatility model
1个月前
已完结
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
1个月前
已完结
Realized bipower variation, jump components, and option valuation
1个月前
已完结
Asset Return Dynamics under Habits and Bad Environment–Good Environment Fundamentals
1个月前
已完结
GARCH option pricing with volatility derivatives
1个月前
已完结
VIX term structure forecasting: New evidence based on the realized semi-variances
1个月前
已完结
Good Volatility, Bad Volatility, and VIX Futures Pricing: Evidence from the Decomposition of VIX
1个月前
已完结
Forecasting stock price volatility: New evidence from the GARCH-MIDAS model
1个月前
已完结
Forecasting the Volatility Index with a realized measure, volatility components and dynamic jumps
1个月前
已关闭
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