Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

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Detaylı Bibliyografya
Yayımlandı:	arXiv.org (May 14, 2013), p. n/a
Yazar:	Takaishi, Tetsuya
Baskı/Yayın Bilgisi:	Cornell University Library, arXiv.org
Konular:	Monte Carlo simulation Stochastic models Model accuracy Markov chains Bayesian analysis Volatility Algorithms Autoregressive models Empirical analysis Stock exchanges Statistical inference Computer simulation
Online Erişim:	Citation/Abstract Full text outside of ProQuest
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