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Research article

First published 2021-7

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

Dondukova Oyuna, Liu Yaobin

Sage Open

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Research article

First published 2014-8

Estimation of call prices for some stochastic volatility models

Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska

Model Assisted Statistics and Applications

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Research article

First published 2011-11

Some estimates in extended stochastic volatility models of Heston type

V. Bally, S. De Marco

Risk and Decision Analysis

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Research article

First published 2009-03

Stochastic volatility models for ordinal-valued time series with application to finance

Gernot Müller, Claudia Czado

Statistical Modelling

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Research article

First published 2014-1

Stochastic Volatility Modeling Approach that Accounts for Uncertainties in Travel Time Reliability Forecasting

Yanru Zhang, Ali Haghani, Ranye Sun

Transportation Research Record: Journal of the Transportation Research Board

Retricted access

Research article

First published 2019-12

On the Oil Price Uncertainty

Zied Ftiti, Fredj Jawadi

The Energy Journal

Free access

Research article

First published 2013-4

A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

Vipul Kumar Singh, Pushkar Pachori

Vikalpa: The Journal for Decision Makers

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Research article

First published 2017-8-30

Medical imaging technology shock and volatility of macro economics: Analysis using a three-sector dynamical stochastic general equilibrium REC model

Shurong Han, Yeqing Huang

Journal of X-Ray Science and Technology

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Research article

First published 2019-07-09

RETRACTED: Intelligent algorithm of optimal investment model under stochastic interest rate and stochastic volatility

T. Luo, Noura Metawa

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2018-12

Stochastic Volatility in the Peruvian Stock Market and Exchange Rate Returns: A Bayesian Approximation

Willy Alanya, Gabriel Rodríguez

Journal of Emerging Market Finance

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