Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods (Q2973368): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods |
scientific article |
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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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