Stochastic Volatility: Selected Readings: General Introduction.

Stochastic Volatility: Selected Readings: General Introduction.

Bibliografische gegevens
Hoofdauteur:	Shephard, N
Formaat:	Book section
Taal:	English
Gepubliceerd in:	Oxford University Press 2005

Gelijkaardige items

Stochastic Volatility: Selected Readings
Gepubliceerd in: (2005)

Stochastic Volatility.
door: Shephard, N
Gepubliceerd in: (2005)

Stochastic Volatility: Origins and Overview.
door: Shephard, N, et al.
Gepubliceerd in: (2008)

Stochastic volatility: origins and overview
door: Shephard, N, et al.
Gepubliceerd in: (2008)

Multipower Variation and Stochastic Volatility.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2004)

Bayesian Analysis of Stochastic Volatility Models: Comment.
door: Shephard, N, et al.
Gepubliceerd in: (1994)

Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2001)

Econometric analysis of realised volatility and its use in estimating stochastic volatility models
door: Shephard, N, et al.
Gepubliceerd in: (2001)

Stochastic volatility: likelihood inference and comparison with ARCH models.
door: Kim, S, et al.
Gepubliceerd in: (1994)

Realised power variation and stochastic volatility models
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2003)

Higher order variation and stochastic volatility models.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2001)

Power and bipower variation with stochastic volatility and jumps.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2003)

Power and Bipower Variation with Stochastic Volatility and Jumps.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2004)

Realised power variation and stochastic volatility models.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2001)

Power and bipower variation with stochastic volatility and jumps
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2004)

Some Recent Developments in Stochastic Volatility Modelling.
door: Nielsen, O, et al.
Gepubliceerd in: (2002)

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
door: Kim, S, et al.
Gepubliceerd in: (2005)

Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns.
door: Harvey, A, et al.
Gepubliceerd in: (1996)

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
door: Kim, S, et al.
Gepubliceerd in: (2003)

Stochastic volatility with leverage: fast likelihood inference.
door: Omori, Y, et al.
Gepubliceerd in: (2004)

Some recent developments in stochastic volatility modelling
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2002)

Some recent developments in stochastic volatility modelling.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2001)

Analysis of High Dimensional Multivariate Stochastic Volatility Models.
door: Chib, S, et al.
Gepubliceerd in: (2006)

Analysis of high dimensional multivariate stochastic volatility models
door: Chib, S, et al.
Gepubliceerd in: (2006)

Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
door: Omori, Y, et al.
Gepubliceerd in: (2007)

Stochastic volatility with leverage: fast and efficient likelihood inference
door: Omori, Y, et al.
Gepubliceerd in: (2007)

Markov chain Monte Carlo methods for stochastic volatility models
door: Chib, S, et al.
Gepubliceerd in: (2002)

Markov Chain Monte Carlo Methods for Stochastic Volatility Models.
door: Chib, S, et al.
Gepubliceerd in: (2002)

Power variation and stochastic volatility: a review and some new results
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2004)

Integrated OU processes and non-Gaussian OU-based stochastic volatility models
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2003)

Integrated OU processes and non-Gaussian OU-based stochastic volatility models
door: Shephard, N, et al.
Gepubliceerd in: (2003)

Power variation & stochastic volatility: a review and some new results.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2003)

Stochastic PDEs for large portfolios with general mean-reverting volatility processes
door: Hambly, B, et al.
Gepubliceerd in: (2024)

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.
door: Bos, C, et al.
Gepubliceerd in: (2006)

Inference for adaptive time series models: stochastic volatility and conditionally Gaussian state space form
door: Bos, C, et al.
Gepubliceerd in: (2006)

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form.
door: Bos, C, et al.
Gepubliceerd in: (2004)

Econometric Analysis of Realized Volatility and Its Use in Estimating Stochastic Volatility Models [Non-Gaussian Ornstein-Uhlenbeck-Based Models and Some of Their Uses in Financial Economics (with Discussion)].
door: Nielsen, O, et al.
Gepubliceerd in: (2005)

Realized volatility.
door: Meddahi, N, et al.
Gepubliceerd in: (2011)

Stochastic evolution equations for large portfolios of stochastic volatility models
door: Hambly, B, et al.
Gepubliceerd in: (2017)

Modelling and measuring volatility.
door: Barndorff-Nielsen, O, et al.
Gepubliceerd in: (2008)