Stochastic volatility models including open, close, high and low prices (Q2893203): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 09:58, 5 March 2024

scientific article
Language Label Description Also known as
English
Stochastic volatility models including open, close, high and low prices
scientific article

    Statements

    Stochastic volatility models including open, close, high and low prices (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    26 June 2012
    0 references
    volatility modelling
    0 references
    time series analysis
    0 references
    stochastic volatility
    0 references
    statistics
    0 references
    Bayesian statistics
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references