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    1. The time-varying asymmetry of exchange rate returns: A stochastic volatility – (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LS8NAEF6KBx8HH1XwzR68bpNsNslGpFCrRQQPvhBPYZtssNXW0lZtb_4H_6G_xJlNUi2Igt7ymA2bzDCPMN83hOwlgaOVlwSMa18xkXgpk00dMs8Vrh37ocMN6v1Gnt7y8wvZqJdIvcDCYFtl7vszn268dX7Fyr-m1Wu1rEs75JBrhxDCXESYIu02ZBNo2Y2jw4k39qUZMobCDKU_UTxWu9LWnV7aQhpUbhsaT5wy-V18-hJzGkukW-zWNFxXsoaT7NfDVCd2Qen4zxdbJot5dkprmdwKKelumcwWzfFlMlfgmOF44WzC-DpYJSOwN4qD6tmz6iN0iqrBuNPRw_6YPqZUjzKEMUVmCtrXEOi6g31aowd3VUg_4SbyRVPwlfA8rAwOrLsqfX99mxYwVwf3-gW3Q80UnzVy3Ti-qp-wfKoDiwV3hkykYSoSP1aB70EtKUBBjpRQdTlaBNyLwagkjx0ksRRhkCihpAoTgVWz4ygeu-uE-sKGPKnpIhBWxMJtCg2plPLBf9mpdu0NIgolRnHOdY4jNx6ioqmtHeW6j1D3kWnukxukMlnWy8g-flsgCwuJppQbQUD6eenm35dukXk8yzrdtsnMsP-kd7JhFrvG-D8AURAOjg

      by Iseringhausen, Martin

      Journal Of Empirical Finance, Volume 58, pp. 275 - 292

      Journal Article : Full Text Online

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    2. Analytically pricing variance and volatility swaps with stochastic volatility, (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LS8QwEA6LJy-uL3B9kYM37faRtE1hWdDVIt50BfFU0jZ1V3aXug_FH-L_dSZphYLsQY9tZ9omGSZfkm9mCDnLQ1dJPw8tTwXS4rlfWCJVkeUzzpwsiFxPR70_ibtn7_5BxIMWGdSxMEirrHy_8enaW1d37Ko37XI8tocADmA6xJNGsy4HPwxoAi07vr76OUkIHRMyDcIWSleBM4bjpRYfmHvIY13MfBZ5v09OhhmpJ5y4TWb1r2q2ddewTcy-Q4OGXedz_GertslWBU3ppZHbIS012yXtuuwDrbzAHvnSiUz0Hvjkk5ZzPJt_oe-w6EYLonKW096oD24PBh1Bfs8e9Sl0QbmguOuLDwFxZiOJKaJpU-6i-VSrqrfVWEcmrKZ0ghwn_QmsKDFV8N7xUtNB98kwvnkc3FpVdQcrg6YtLcnSLA0lF0EmUh-gl5RuLmAQBJMCsUPhOXkaiVRKWBbmAQK9ggcCC74LyQ4IDbgDaCllGA7LM85SrgBQyQC8mFMo5nSIW49mklUZz7HwxiSpqW2vCVpAghaQGAvokPMfndLk-1gr7ddGkjTGN4EJaY3e4R_1jsgmXhnC5THZWM5X6sSUsTjVZv8NKIMM2g

      by He, Xin-Jiang and Lin, Sha

      Expert Systems With Applications, Volume 217, p. 119592

      Journal Article : Full Text Online

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    3. Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s (...)

      http://duke.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV1LS8QwEA4iCF58g2_m4NG6TdOniKKri3jyBeKppGlCK7Iru-vBmz_Ciyf_m7_EmaRdEMSD0l7aTKBph3mk33zD2E6ZcC2jMvECHUsvLCPjpYXOvEiEwldxxgNb9X6XXtwHV9dprzvFum0tDMEqG9vvbLq11s2dTvM2O0913bnxRZKGIuEYghDRFBWaYzRBmt07PZlYY54I9ycBsyWSbpmHLMaLdg-IfIhnxHfKqabpJ-_k6KOsx-nNs377rBZuvefgJm7j4RsOuyV0_OeyFthcE5vCsZNbZFO6v8RmLEZUjZbZx0k9VoO6vw830mioqBH9LlS0IQeDIZQO4WFwJUdwOcHLwMBA4SYCnhhvAsHj0SfQiATbrGL48vn6PgLdVEnDqB47CnL4fH2DYzioDjFIVZUkVmlAi4qDlD8cdKpDaGnRV9ht7-y2e-41_R08hY5z7KVaJEZJExmuUzyiSApM12JhME_VHN2okSLVZZFhGJipMkAZpcpUFoGQhRSrDOLQx4CpEFQRG6pQFKHGmErGaMh8o4W_xoL2e-aqIT2n3huPeYtue8itEuSkBLkfYioUrbHdyaQnx_nxu3jcKkr-7Rvn6JV-m7j-14kbbJauCLHGo002PR4-6y3XzWLbav8XB5ETHw

      by Marszałek, Paweł; Musiałkowska, Ida; Kliber, Agata and Świerczyńska, Katarzyna

      Physica A, Volume 524, pp. 246 - 257

      Journal Article : Full Text Online

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    1. Stochastic volatility : selected readings

      https://find.library.duke.edu/catalog/DUKE99119512200108501

      edited by Neil Shephard.

      Book : View Online

    2. Stochastic volatility : selected readings

      https://find.library.duke.edu/catalog/DUKE003441767

      edited by Neil Shephard.

      Book

      Check Holdings for this item's availability Perkins & Bostock Library, QA274 .S824 2005 

      cover thumbnail

    3. Stochastic volatility modeling

      https://find.library.duke.edu/catalog/DUKE99119255648008501

      by Lorenzo Bergomi.

      Book : View Online

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    1. Stochastic volatility, the effective spread and trading activity

      https://find.library.duke.edu/catalog/DUKE003876161

      by Duy Tien Tran.

      Archival and manuscript material

      Check Holdings for this item's availability Library Service Center, University Archives

    2. Volatility asymmetry in high frequency data

      https://find.library.duke.edu/catalog/DUKE003404788

      by Julia Litvinova.

      Archival and manuscript material

      This item is currently Available University Archives, Library Service Center

    3. Some advances in Bayesian nonparametric modeling.

      https://find.library.duke.edu/catalog/DUKE004160440

      Archival and manuscript material

      Check Holdings for this item's availability University Archives, Library Service Center

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