Makoto Takahashi – författare
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3 produkter
Stochastic Volatility and Realized Stochastic Volatility Models
Av Toshiaki Watanabe, Yasuhiro Omori m. fl.
E-bok, 2023
815 kr
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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 of financial time series …
Stochastic Volatility and Realized Stochastic Volatility Models
Av Makoto Takahashi, Yasuhiro Omori m. fl.
Häftad, 2023
607 kr
Lägg i varukorg
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 of financial time series …
Stochastic Volatility and Realized Stochastic Volatility Models
Av Makoto Takahashi, Yasuhiro Omori
2023
652 kr
Lägg i varukorg