Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906): Difference between revisions

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Revision as of 19:12, 23 July 2024

scientific article; zbMATH DE number 7257695
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English
Stochastic volatility models for ordinal-valued time series with application to finance
scientific article; zbMATH DE number 7257695

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    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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