stochastic volatility

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1
How Does the Volatility of Volatility Depend on Volatility?
Sigurd Emil Rømer;Rolf Poulsen;Rømer, Sigurd Emil;Poulsen, Rolf;
2020 risks DOI: 10.3390/risks8020059 172 views
2
a new variant of estimation approach to asymmetric stochastic volatilitymodel
;Zhongxian Men;Tony S. Wirjanto
2018 journal of french and francophone philosophy DOI: 10.3934/QFE.2018.2.3... 265 views
3
stochastic autoregressive volatility model for exchange rates
;Nittaya McNeil;Don McNeil;Nino Kordzakhia
2008 ferroelectrics 232 views

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