Parameter Estimation For A Stochastic Volatility Model With Coupled Additive And Multiplicative Noise
Download and Read Parameter Estimation For A Stochastic Volatility Model With Coupled Additive And Multiplicative Noise full books in PDF, ePUB, and Kindle. Read online free Parameter Estimation For A Stochastic Volatility Model With Coupled Additive And Multiplicative Noise ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Parameter estimation for a stochastic volatility model with coupled additive and multiplicative noise
Author | : Ibukun O.O. Amusan |
Publisher | : |
Total Pages | : 0 |
Release | : 2013 |
Genre | : |
ISBN | : |
Download Parameter estimation for a stochastic volatility model with coupled additive and multiplicative noise Book in PDF, Epub and Kindle
Parameter estimation for a stochastic volatility model with coupled additive and multiplicative noise Related Books
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2013 - Publisher:
Language: en
Pages: 634
Pages: 634
Type: BOOK - Published: 2022-08-06 - Publisher: Springer Nature
This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While
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
Language: en
Pages: 33
Pages: 33
Type: BOOK - Published: 2006 - Publisher:
Language: en
Pages: 30
Pages: 30
Type: BOOK - Published: 2003-06-01 - Publisher: International Monetary Fund
A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for three stock indices. A Markov chain Monte Ca