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Language: en
Pages: 40
Pages: 40
Type: BOOK - Published: 2013 - Publisher:
Bayesian methods have been efficient in estimating parameters of stochastic volatility models for analyzing financial time series. Recent advances made it possi
Language: en
Pages:
Pages:
Type: BOOK - Published: 2014 - Publisher:
Language: en
Pages: 32
Pages: 32
Type: BOOK - Published: 2002 - Publisher:
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 2017 - Publisher:
We propose a moving average stochastic volatility in mean model and a moving average stochastic volatility model with leverage. For parameter estimation, we dev
Language: en
Pages: 120
Pages: 120
Type: BOOK - Published: 2023-04-18 - Publisher: Springer Nature
This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for esti