Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
In: 10.1007/s10614-022-10272-4
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Aachen
- (who)
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Universitätsbibliothek der RWTH Aachen
- (when)
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2022
- Creator
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Aydogan, Burcu
Uğur, Ömür
Aksoy, Ümit
- DOI
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10.18154/RWTH-2022-07028
- URN
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urn:nbn:de:101:1-2022071703251812676090
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
- 15.08.2025, 7:22 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Aydogan, Burcu
- Uğur, Ömür
- Aksoy, Ümit
- Universitätsbibliothek der RWTH Aachen
Time of origin
- 2022
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Testing of a volatility-based trading strategy using behavioral modified asset allocation
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Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
Asset pricing under information with stochastic volatility
Asset pricing under information with stochastic volatility
Asset volatility
The implied-realized volatility relation with jumps in underlying asset prices
Stochastic volatility
Testing of a volatility-based trading strategy using behavioral modified asset allocation
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Asset pricing in emerging capital markets: stock returns, trading volume, and returns volatility
Asset pricing: Liquidity, trading, and asset prices
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset
Asset pricing under information with stochastic volatility
Asset pricing under information with stochastic volatility
Asset volatility
The implied-realized volatility relation with jumps in underlying asset prices
Stochastic volatility
Testing of a volatility-based trading strategy using behavioral modified asset allocation
Structural stochastic volatility in asset pricing dynamics: Estimation and model contest
Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest
Estimating stochastic volatility under the assumption of stochastic volatility of volatility
Asset pricing in emerging capital markets: stock returns, trading volume, and returns volatility