Related Books

Research Report
Language: en
Pages:

Research Report

Authors:
Categories:
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

Incorporation of a Leverage Effect in a Stochastic Volatility Model
Language: en
Pages: 18

Incorporation of a Leverage Effect in a Stochastic Volatility Model

Authors: Ole Eiler Barndorff-Nielsen
Categories:
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

A Stochastic Volatility Model with Leverage Effect and Regime Switching
Language: en
Pages: 125

A Stochastic Volatility Model with Leverage Effect and Regime Switching

Authors: Hong Jiang
Categories: Asset-liability management
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model
Language: en
Pages: 26

Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model

Authors: Dinghai Xu
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

Stochastic Volatility and Realized Stochastic Volatility Models
Language: en
Pages: 120

Stochastic Volatility and Realized Stochastic Volatility Models

Authors: Makoto Takahashi
Categories: Business & Economics
Type: BOOK - Published: 2023-04-18 - Publisher: Springer Nature

DOWNLOAD EBOOK

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for esti
Copyright Health Wealth Mirror
Pinnacle Themes