Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368): Difference between revisions

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Latest revision as of 14:34, 13 July 2024

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Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods
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    Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (English)
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    3 April 2017
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    volatility forecasting
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    constant elasticity of variance
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    parameter estimation
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    Markov chain Monte Carlo
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    big data analysis
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