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Search for publications relevant for "volatility modelling"
volatility modelling
Publication
Class
Person
Publication
Programmes
publication
Using bootstrap in some volatility models
2000 |
Faculty of Mathematics and Physics
publication
A contribution to the systematics of stochastic volatility models
2010 |
Publication without faculty affiliation
publication
Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions
2016 |
Faculty of Mathematics and Physics
publication
Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?
2012 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility
2013 |
Faculty of Mathematics and Physics, Faculty of Social Sciences
publication
Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?
2013 |
Publication without faculty affiliation
publication
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
2015 |
Faculty of Social Sciences
publication
Modeling and Forecasting Persistent Financial Durations
2017 |
Publication without faculty affiliation
publication
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
2023 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
VCRIX - A volatility index for crypto-currencies
2021 |
Faculty of Mathematics and Physics