Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject stochastic volatility
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 4-Feb-2021 | Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS) | Realdon, M |
| 3-Apr-2019 | Forecasting the volatility of the Australian dollar using high-frequency data: Does estimator accuracy improve forecast evaluation? | Bailey, G; Steeley, JM |
| 2006 | Linear State Models for Volatility Estimation and Prediction | Hawkes, R; Date, P |
| 5-Jun-2018 | The State-Level Impact of Uncertainty Shocks | Mumtaz, H; Sunder-Plassmann, L; Theophilopoulou, A |