Stochastic Volatility Models with Heavy-tailed Distributions

Stochastic Volatility Models with Heavy-tailed Distributions
Author: Toshiaki Watanabe
Publisher:
Total Pages: 64
Release: 2001
Genre: Bayesian statistical decision theory
ISBN:
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Stochastic Volatility Models with Heavy-tailed Distributions
Language: en
Pages: 64

Stochastic Volatility Models with Heavy-tailed Distributions

Authors: Toshiaki Watanabe
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2001 - Publisher:

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Stochastic volatility models
Language: de
Pages: 0

Stochastic volatility models

Authors: Roman Liesenfeld
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions
Language: en
Pages: 42

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models Using Scale Mixtures of Normal Distributions

Authors: C. A. Abanto-Valle
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2008 - Publisher:

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Stochastic Volatility Models
Language: en
Pages: 38

Stochastic Volatility Models

Authors: Roman Liesenfeld
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices
Language: en
Pages: 0

Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices

Authors: Verda Davasligil Atmaca
Categories: Economics
Type: BOOK - Published: 2022 - Publisher:

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The distribution of the financial return series is unsuitable for normal distribution. The distribution of financial series is heavier than the normal distribut