A New Class of Stochastic Volatility Models with Jumps : Theory and Estimation

A New Class of Stochastic Volatility Models with Jumps : Theory and Estimation
Author: CIRANO.
Publisher: Montréal : CIRANO
Total Pages: 35
Release: 1999
Genre:
ISBN:


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A New Class of Stochastic Volatility Models with Jumps : Theory and Estimation
Language: en
Pages: 35
Authors: CIRANO.
Categories:
Type: BOOK - Published: 1999 - Publisher: Montréal : CIRANO

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A New Class of Stochastic Volatility Models with Jumps
Language: en
Pages: 37
Authors: Mikhail Chernov
Categories:
Type: BOOK - Published: 2012 - Publisher:

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The purpose of this paper is to propose a new class of jump diffusions which feature both stochastic volatility and random intensity jumps. Previous studies hav
Jump Diffusion and Stochastic Volatility Models in Securities Pricing
Language: en
Pages: 124
Authors: Mthuli Ncube
Categories:
Type: BOOK - Published: 2012 - Publisher:

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Stochastic Volatility Models with Jumps and High Frequency Data
Language: en
Pages: 163
Authors: Jonas Kau
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Complex Systems in Finance and Econometrics
Language: en
Pages: 919
Authors: Robert A. Meyers
Categories: Business & Economics
Type: BOOK - Published: 2010-11-03 - Publisher: Springer Science & Business Media

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Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ