Stochastic volatility models including open, close, high and low prices (Q2893203)

From MaRDI portal
Revision as of 20:33, 3 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    0 references
    0 references
    0 references
    0 references
    0 references
    volatility modelling
    0 references
    time series analysis
    0 references
    stochastic volatility
    0 references
    statistics
    0 references
    Bayesian statistics
    0 references