Search alternatives:
rate volatility » price volatility
exchange rate » exchange rates

1
by Takahashi, Makoto, Omori, Yasuhiro, Watanabe, Toshiaki
Published 2023
Springer Nature Singapore
Table of Contents: ...1 Introduction -- 2 Stochastic Volatility Model -- 3 Asymmetric Stochastic Volatility Model -- 4...

2
by van der Hoek, John, Elliott, Robert J.
Published 2006
Springer New York
Table of Contents: ...-Dependent Options -- The Greeks -- Dividends -- Implied Volatility Trees -- Implied Binomial Trees...

3
by Aljandali, Abdulkader, Tatahi, Motasam
Published 2018
Springer International Publishing
Table of Contents: ... -- Chapter 8: Modelling volatility in finance and economics - arch, garch and egrach models -- Chapter 9...

4
Published 2023
Springer Nature Switzerland
Table of Contents: ... Incorporated with Machine Learning Approaches in Finance -- 4. Estimation and Inference in Financial Volatility...

5
Published 2020
Springer International Publishing
Table of Contents: ... time series models for modeling bivariate time series data and forecasting the unemployment rate...