Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906): Difference between revisions
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Revision as of 19:15, 5 March 2024
scientific article; zbMATH DE number 7257695
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility models for ordinal-valued time series with application to finance |
scientific article; zbMATH DE number 7257695 |
Statements
Stochastic volatility models for ordinal-valued time series with application to finance (English)
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7 October 2020
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grouped move
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high-frequency finance
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Markov chain Monte Carlo
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multigrid Monte Carlo
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price process
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transformation group
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