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Stochastic Volatility Models with Heavy-tailed Distributions

Author	: Toshiaki Watanabe
Publisher	:
Total Pages	: 64
Release	: 2001
ISBN-10	: UCSD:31822031321441
ISBN-13	:
Rating	: 4/5 ( Downloads)

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Book Synopsis Stochastic Volatility Models with Heavy-tailed Distributions by : Toshiaki Watanabe

Download or read book Stochastic Volatility Models with Heavy-tailed Distributions written by Toshiaki Watanabe and published by . This book was released on 2001 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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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