Toshiaki Watanabe – författare

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2 produkter

1. 

   Stochastic Volatility and Realized Stochastic Volatility Models

   Av Toshiaki Watanabe, Yasuhiro Omori m. fl.

   E-bok, 2023

   815 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 …

2. 

   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 …