Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage Using Returns and Realized Volatility Contemporaneously
Download or Read eBook Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage Using Returns and Realized Volatility Contemporaneously PDF written by Sebastian Trojan and published by . This book was released on 2013 with total page 70 pages. Available in PDF, EPUB and Kindle.
Author | : Sebastian Trojan |
Publisher | : |
Total Pages | : 70 |
Release | : 2013 |
ISBN-10 | : OCLC:876894153 |
ISBN-13 | : |
Rating | : 4/5 (53 Downloads) |
Book Synopsis Regime Switching Stochastic Volatility with Skew, Fat Tails and Leverage Using Returns and Realized Volatility Contemporaneously by : Sebastian Trojan
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