Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

Spremljeno u:

Bibliografski detalji
Izdano u:	arXiv.org (May 14, 2013), p. n/a
Glavni autor:	Takaishi, Tetsuya
Izdano:	Cornell University Library, arXiv.org
Teme:	Monte Carlo simulation Stochastic models Model accuracy Markov chains Bayesian analysis Volatility Algorithms Autoregressive models Empirical analysis Stock exchanges Statistical inference Computer simulation
Online pristup:	Citation/Abstract Full text outside of ProQuest
Oznake:	Dodaj oznaku Bez oznaka, Budi prvi tko označuje ovaj zapis!

Budi prvi tko komentira!