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Financial Models with Levy Processes and Volatility Clustering
6 个回复 - 2758 次查看书名：Financial Models with Levy Processes and Volatility Clustering 作者：Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi CFA 等著出版社：Wiley 出版时间：2011-0 ...2013-6-13 20:40 - hiderm - 金融学（理论版）

On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rate
2 个回复 - 751 次查看【作者(必填)】 Lech A. Grzelakab* & Cornelis W. Oosterleeac 【文题(必填)】 On Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates 【年份(必填)】 Volume 19, Issue 1, 20 ...2014-5-9 08:12 - sqq19860225 - 求助成功区

Dynamic Adaptive Mixture Models with an Application to Volatility and Risk
3 个回复 - 449 次查看【作者(必填)】Leopoldo Catania 【文题(必填)】Dynamic Adaptive Mixture Models with an Application to Volatility and Risk 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://academic.oup.com ...2019-10-9 14:54 - hnhs100 - 求助成功区

Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1737 次查看【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial an
1 个回复 - 3491 次查看 The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of anal ...2015-8-7 09:45 - nelsoncwlee - 金融学（理论版）

求助Testing for unit roots in time series models with non-stationary volatility
4 个回复 - 615 次查看【作者(必填)】Giuseppe Cavalierea, , A.M. Robert Taylorb 【文题(必填)】Testing for unit roots in time series models with non-stationary volatility 【年份(必填)】2007 【全文链接或数据库名称(选 ...2015-3-23 14:06 - lohas0409 - 求助成功区

McMC estimation of multiscale stochastic volatility models with applications
2 个回复 - 1072 次查看【作者(必填)Chuan-Hsiang Hana, 1, , , German Molinab, , Jean-Pierre Fouquec, 【文题(必填)】McMC estimation of multiscale stochastic volatility models with applications 【年份(必填)】2014 【全 ...2015-2-6 19:17 - lipj - 求助成功区

文献求助:Complications with Stochastic Volatility Models
3 个回复 - 939 次查看【作者(必填)】Carlos A Sin. 【文题(必填)】Complications with Stochastic Volatility Models 【年份(必填)】1998 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/1427887?uid=37 ...2014-8-26 02:51 - Bumboo - 求助成功区

Moving average stochastic volatility models with application to inflation foreca
1 个回复 - 1310 次查看【作者(必填)】Joshua C.C. Chan 【文题(必填)】Moving average stochastic volatility models with application to inflation forecast 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.scien ...2013-6-25 20:55 - hnhs100 - 求助成功区

求：Financial Models with Levy Processes and Volatility Clustering
1 个回复 - 1052 次查看作者：Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi CFA 等著2013-6-13 16:27 - 鬼斧神工3 - 求助成功区

Interest rate models enhanced with local volatility
0 个回复 - 581 次查看【作者(必填)】Lingling Cao, Pierre Henry-Labordère 【文题(必填)】 Interest rate models enhanced with local volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.risk.net/derivati ...2017-2-14 16:24 - Bumboo - 文献求助专区

Bayesian analysis of stochastic volatility models with fat-tails
2 个回复 - 1206 次查看【作者(必填)】Joanna J.J. Wanga, , , Jennifer S.K. Chana, S.T. Boris Choyb 【文题(必填)】Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale m ...2014-7-22 16:51 - lipj - 求助成功区

Modelling short-term volatility with garch and harch models
1 个回复 - 1115 次查看【作者(必填)】M Dacorogna, U Müller (要求是清晰版的）【文题(必填)】Modelling short-term volatility with garch and harch models 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://papers ...2012-7-7 14:10 - leihengzhishang - 求助成功区

Option pricing with stochastic volatility models
2 个回复 - 1585 次查看 Option pricing with stochastic volatility models by Yoon, Jungyeon, Ph.D., The University of North Carolina at Chapel Hill, 2008, 87 pages; AAT 3315713 希望能帮我下载，可以设置五个论坛币，我会购买！ ...2011-4-1 01:01 - sqq19860225 - 文献求助专区

STOCHASTIC VOLATILITY MODELS WITH PERSISTENT LATENT FACTORS
0 个回复 - 1516 次查看 STOCHASTIC VOLATILITY MODELS WITH PERSISTENT LATENT FACTORS: THEORY AND ITS APPLICATIONS TO ASSET PRICES A Dissertation by HYOUNG IL LEE Submitted to the Office of Graduate Studies of Texas A&M ...2010-3-13 11:47 - liumartin - 计量经济学与统计软件

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