Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

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Detalles Bibliográficos
Publicado en:	arXiv.org (May 14, 2013), p. n/a
Autor Principal:	Takaishi, Tetsuya
Publicado:	Cornell University Library, arXiv.org
Materias:	Monte Carlo simulation Stochastic models Model accuracy Markov chains Bayesian analysis Volatility Algorithms Autoregressive models Empirical analysis Stock exchanges Statistical inference Computer simulation
Acceso en liña:	Citation/Abstract Full text outside of ProQuest
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