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  1. 1
    Macroeconomic Uncertainty Through the Lens of Professional Forecasters
    by Jo, S., Sekkel, R.
    Published 2019
    Subjects: “...Factor stochastic volatility model...”
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    Article
  2. 2
    Testing for a Single-Factor Stochastic Volatility in Bivariate Series
    by Masaru Chiba, Masahito Kobayashi
    Published 2013-12-01
    Subjects: “...stochastic volatility model...”
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    Article
  3. 3
    Risk Evaluation of Banking Index with Volatility Estimation through Stochastic Volatility Model: A Semiparametric Bayesian Approach
    by Rasoul Sajjad, Zahra Abtahi
    Published 2017-04-01
    Subjects: “...stochastic volatility model...”
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    Article
  4. 4
    Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models†
    by CHOI, SEUNGMOON
    Published 2018-11-01
    Subjects: “...Continuous-time Stochastic Volatility Model...”
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    Article
  5. 5
    A Neural Network Monte Carlo Approximation for Expected Utility Theory
    by Yichen Zhu, Marcos Escobar-Anel
    Published 2021-07-01
    Subjects: “...4/2 stochastic volatility model...”
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    Article
  6. 6
    Dynamic behaviour of optimal portfolio with stochastic volatility
    by Yongmin Zhang, Yingxue Zhao
    Published 2021-01-01
    Subjects: “...heston stochastic volatility model...”
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    Article
  7. 7
    Subordinate Shares Pricing under Fractional-Jump Heston Model
    by Omid Jenabi, Nazar Dahmardeh Ghaleno
    Published 2019-11-01
    Subjects: “...fractional stochastic volatility model...”
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    Article
  8. 8
    Short-time near-the-money skew in rough fractional volatility models
    Subjects: “...Rough stochastic volatility model...”
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    Article
  9. 9
    Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
    by Zhao, Min
    Published 2011
    Subjects: “...Stochastic volatility model...”
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  10. 10
    Mean-Reverting 4/2 Principal Components Model. Financial Applications
    by Marcos Escobar-Anel, Zhenxian Gong
    Published 2021-07-01
    Subjects: “...4/2 stochastic volatility model...”
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    Article
  11. 11
    Asian Spread Option Pricing Models and Computation
    by Chen, Sijin
    Published 2010
    Subjects: “...stochastic volatility model...”
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  12. 12
    A New Set of Financial Instruments
    Subjects: “...stochastic volatility model...”
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    Article
  13. 13
    Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models
    by Johan Dahlin, Thomas B. Schön
    Published 2019-03-01
    Subjects: “...stochastic volatility model...”
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    Article
  14. 14
    Nominal stability over two centuries
    by Daniel Kaufmann
    Published 2019-06-01
    Subjects: “...Unobserved-components stochastic-volatility model...”
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    Article
  15. 15
    Méthodes de Monte Carlo EM et approximations particulaires : Application à la calibration d'un modèle de volatilité stochastique.
    Published 2013
    Subjects: “...Stochastic volatility model...”
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  16. 16
    Estimation for stochastic volatility model: Quasi-likelihood and asymptotic quasi-likelihood approaches
    by Raed Alzghool
    Published 2017-01-01
    Subjects: “...Stochastic volatility model (SVM)...”
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    Article
  17. 17
    Dynamic Optimal Mean-Variance Investment with Mispricing in the Family of 4/2 Stochastic Volatility Models
    by Yumo Zhang
    Published 2021-09-01
    Subjects: “...4/2 stochastic volatility model...”
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    Article
  18. 18
    Stochastic volatility models with persistent latent factors: theory and its applications to asset prices
    by Lee, Hyoung Il
    Published 2008
    Subjects: “...Stochastic Volatility Models...”
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  19. 19
    Implied volatility with HJM–type Stochastic Volatility model
    by Cap, Thi Diu
    Published 2021
    Subjects: “...stochastic volatility model...”
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  20. 20
    An empirical investigation of the determinants of asset return comovements
    by Mandal, Anandadeep
    Published 2016
    Subjects: “...Markov Switching stochastic volatility model...”
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