scientific article; zbMATH DE number 2170628
From MaRDI portal
Publication:4678104
zbMath1124.62318MaRDI QIDQ4678104
Toshiaki Watanabe, Hidetoshi Mitsui
Publication date: 23 May 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Economic time series analysis (91B84) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (2)
Empirical study of Nikkei 225 options with the Markov switching GARCH model ⋮ Bayesian analysis of stochastic volatility models with mixture-of-normal distributions
This page was built for publication: