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Financial models with long-tailed distributions and volatility clustering

Known as: Stable and tempered stable distributions with volatility clustering - financial applications, Stable and tempered stable distributions with volatility clustering – financial applications 
Financial models with long-tailed distributions and volatility clustering have been introduced to overcome problems with the realism of classical… 
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Papers overview

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2017
2017
This study examines effects of additive outliers on asymmetric generalized autoregressive conditional heteroscedastic (GARCH… 
2016
2016
The low-rate and high-volatility environment it is not challenging just for bond investors but also in the matter of modelling… 
Review
2015
Review
2015
We give a comprehensive overview of volatility derivatives including the history behind it, the applications as well as pricing… 
2014
2014
What is the macroeconomic effect of having a substantial number of firms close to default? This paper studies financial distress… 
2014
2014
What is the macroeconomic effect of having a substantial number of firms close to default? This paper studies financial distress… 
2014
2014
With the implied volatility as an important factor in financial decision-making, in particular in option pricing valuation, and… 
2009
2009
The volatility of unanticipated output growth in income per capita is detrimental to long-run development,controlling for initial… 
Review
2002
Review
2002
We price options when there are jumps in the pricing kernel and correlated jumps in returns and volatilities. A limiting case of…