Stochastic Volatility: Origins and Overview (Q3646956)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility: Origins and Overview |
scientific article |
Statements
Stochastic Volatility: Origins and Overview (English)
0 references
27 November 2009
0 references
stochastic volatility
0 references
MCMC
0 references
ARMA-GARCH
0 references
options
0 references
realized volatility
0 references
