Stochastic volatility models including open, close, high and low prices (Q2893203)
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scientific article; zbMATH DE number 6050005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models including open, close, high and low prices |
scientific article; zbMATH DE number 6050005 |
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Stochastic volatility models including open, close, high and low prices (English)
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26 June 2012
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volatility modelling
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time series analysis
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stochastic volatility
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statistics
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Bayesian statistics
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0.89565927
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0.8920062
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0.88279915
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0.87389344
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0.8681919
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