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Comparative Study of Two Extensions of Heston Stochastic Volatility Model. (2019). Srivastava, R ; Taneja, H C ; Malhotra, Gifty.
In: Papers.
RePEc:arx:papers:1912.10237.

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  1. Comparative Study of Two Extensions of Heston Stochastic Volatility Model. (2019). Srivastava, R ; Taneja, H C ; Malhotra, Gifty.
    In: Papers.
    RePEc:arx:papers:1912.10237.

    Full description at Econpapers || Download paper

  2. Day trading and stock price volatility. (2008). Kyrolainen, Petri.
    In: Journal of Economics and Finance.
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  9. Volatility Forecast Comparison using Imperfect Volatility Proxies. (2006). Patton, Andrew.
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  19. Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options. (2004). Yan, Shu ; Santa-Clara, Pedro.
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  20. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
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  22. How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations. (2004). Valls Pereira, Pedro.
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