Simulation and Parameter Estimation of Stochastic Volatility Models

Simulation and Parameter Estimation of Stochastic Volatility Models
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Total Pages: 33
Release: 2006
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Simulation and Parameter Estimation of Stochastic Volatility Models
Language: en
Pages: 33
Authors:
Categories:
Type: BOOK - Published: 2006 - Publisher:

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Parameter Estimation in Stochastic Volatility Models
Language: en
Pages: 634
Authors: Jaya P. N. Bishwal
Categories: Mathematics
Type: BOOK - Published: 2022-08-06 - Publisher: Springer Nature

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This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While
Stochastic Volatility and Realized Stochastic Volatility Models
Language: en
Pages: 120
Authors: Makoto Takahashi
Categories: Business & Economics
Type: BOOK - Published: 2023-04-18 - Publisher: Springer Nature

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This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for esti
Parameter Estimation in Stochastic Volatility Models and Hidden Markov Chains
Language: en
Pages: 166
Authors: Julia Tung
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Handbook of Modeling High-Frequency Data in Finance
Language: en
Pages: 468
Authors: Frederi G. Viens
Categories: Business & Economics
Type: BOOK - Published: 2011-12-20 - Publisher: John Wiley & Sons

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CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allow