On the applicability of stochastic volatility models (Q1010565)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the applicability of stochastic volatility models |
scientific article; zbMATH DE number 5540554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the applicability of stochastic volatility models |
scientific article; zbMATH DE number 5540554 |
Statements
On the applicability of stochastic volatility models (English)
0 references
6 April 2009
0 references
Bayesian inference
0 references
drift function
0 references
runs test
0 references
short interest rate
0 references
stochastic volatility model
0 references
stochastic volatility model with jumps
0 references
US treasury bill yields
0 references
0 references
0 references
0 references
0 references
