Parameter Estimation in Stochastic Volatility Models and Hidden Markov Chains

Parameter Estimation in Stochastic Volatility Models and Hidden Markov Chains
Author: Julia Tung
Publisher:
Total Pages: 166
Release: 2000
Genre:
ISBN:


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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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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
Parameter Estimation in Hidden Markov Models
Language: en
Pages: 110
Authors: Michael Ryan Roberts
Categories:
Type: BOOK - Published: 2001 - Publisher:

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Inference in Hidden Markov Models
Language: en
Pages: 656
Authors: Olivier Cappé
Categories: Mathematics
Type: BOOK - Published: 2006-04-12 - Publisher: Springer Science & Business Media

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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and
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