All ebooks by Makoto Takahashi in PDF and EPUB
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All ebooks by Makoto Takahashi in PDF and EPUB


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Download this eBook Stochastic Volatility and Realized Stochastic Volatility Models
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Stochastic Volatility and Realized Stochastic Volatility Models


Yasuhiro Omori , Makoto Takahashi , Toshiaki Watanabe


This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling...

Publication date: 2023-04-18
Format: PDF, ePub
Publisher: Springer
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£49,99

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