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Archive@NYU >
Browsing by Subject "Stochastic Volatility"
Showing results 1 to 5 of 5
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-99-072 | 10-Nov-1999 | A Multifractal Model of Assets Returns | Calvet, Laurent; Fisher, Adlai |
| S-DRP-01-04 | Nov-2000 | HEDGING VOLATILITY RISK | Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. |
| FIN-00-057 | Nov-2000 | Hedging Volatility Risk | Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. |
| FIN-02-037 | 6-Jun-2002 | NEW FRONTIERS FOR ARCH MODELS | Engle, Robert |
| FIN-02-064 | 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
Showing results 1 to 5 of 5
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