Stochastic Volatility and Realized Stochastic Volatility Models

EISBN:9789819909353
PISBN:9789819909346
出版社:Springer Nature
出版时间:2023
作者:Makoto Takahashi,Yasuhiro Omori,Toshiaki Watanabe
主题词:Bayesian Analysis,Realized Volatility,Stochastic Volatility,Markov Chain Monte Carlo,High-frequency Data,Financial Risk Management,Skewed Distribution
学科:Mathematics and Statistics
语种:英语
所属数据库:SpringerLink电子图书
相关推荐

Stochastic Volatility

  • 作者:Shephard,Neil
  • EISBN:9780191531422
  • 出版社:Oxford University Press, Incorporated
  • 出版时间:2005-05-26

Parameter Estimation in Stochastic Volatility Models

  • 作者:Jaya P. N. Bishwal
  • EISBN:9783031038617
  • 出版社:Springer Nature
  • 出版时间:2022

Uncertain Volatility Models

  • 作者:Robert Buff
  • EISBN:9783642563232
  • 出版社:Springer Berlin Heidelberg
  • 出版时间:2002

Uncertain Volatility Models — Theory and Application

  • 作者:Robert Buff
  • EISBN:9783642563232
  • 出版社:Springer Berlin Heidelberg
  • 出版时间:2002

Multifractal Volatility

  • 作者:Laurent E. Calvet,Adlai J. Fisher
  • PISBN:9780121500139
  • 出版时间:2008

Stochastic Models in Reliability

  • 作者:Terje Aven,Uwe Jensen
  • EISBN:9780387225937
  • 出版社:Springer New York
  • 出版时间:1999