Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906)
From MaRDI portal
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)
0 references
7 October 2020
0 references
grouped move
0 references
high-frequency finance
0 references
Markov chain Monte Carlo
0 references
multigrid Monte Carlo
0 references
price process
0 references
transformation group
0 references
0 references
0 references