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Stochastic Volatility and Time Deformation
Language: en
Pages:
Authors: Joann Jasiak
Categories:
Type: BOOK - Published: 2012 - Publisher:

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In this paper, we study stochastic volatility models with time deformation. Such processes relate to the early work by Mandelbrot and Taylor (1967), Clark (1973
Stochastic Volatility and Time Deformation : an Application of Trading Volume and Leverage Effects
Language: en
Pages: 35
Authors: Ghysels, Eric
Categories:
Type: BOOK - Published: 1994 - Publisher: Montréal : CIRANO

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Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Echange Markets
Language: en
Pages:
Authors: Eric Ghysels
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets
Language: en
Pages: 49
Authors: Ghysels, Eric
Categories:
Type: BOOK - Published: 1995 - Publisher: Montréal : CIRANO

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Stochastic Volatility in Financial Markets
Language: en
Pages: 156
Authors: Antonio Mele
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The