Research Report

Research Report
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:912592056
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Research Report by :

Download or read book Research Report written by and published by . This book was released on 1998 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Research Report Related Books

Research Report
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 1998 - Publisher:

GET EBOOK

Incorporation of a Leverage Effect in a Stochastic Volatility Model
Language: en
Pages: 18
Authors: Ole Eiler Barndorff-Nielsen
Categories:
Type: BOOK - Published: 1998 - Publisher:

GET EBOOK

A Stochastic Volatility Model with Leverage Effect and Regime Switching
Language: en
Pages: 125
Authors: Hong Jiang
Categories: Asset-liability management
Type: BOOK - Published: 2014 - Publisher:

GET EBOOK

Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model
Language: en
Pages: 26
Authors: Dinghai Xu
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

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

GET EBOOK

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for esti