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Stochastic Volatility and Realized Stochastic Volatility Models

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volat...

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Gorde:
Xehetasun bibliografikoak
Egile Nagusiak: Takahashi, Makoto (Egilea), Omori, Yasuhiro (Egilea), Watanabe, Toshiaki (Egilea)
Erakunde egilea: SpringerLink (Online service)
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Edizioa:1st ed. 2023.
Saila:JSS Research Series in Statistics,
Gaiak:
Statistics .
Social sciences > Statistical methods.
Econometrics.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy.
Statistical Theory and Methods.
Quantitative Economics.
Sarrera elektronikoa:https://doi.org/10.1007/978-981-99-0935-3
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