Ebooks d'Yasuhiro Omori en PDF et EPUB

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Télécharger le livre : Stochastic Volatility and Realized Stochastic Volatility Models
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Stochastic Volatility and Realized Stochastic Volatility Models
Yasuhiro Omori , Makoto Takahashi , Toshiaki Watanabe
This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling...

Editeur : Springer
Parution : 2023-04-18
Collection : SpringerBriefs in Statistics
PDF, ePub

58,01 €