Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps

Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:837573005
ISBN-13 :
Rating : 4/5 (05 Downloads)

Book Synopsis Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps by : Pawel J. Szerszen

Download or read book Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps written by Pawel J. Szerszen and published by . This book was released on 2009 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps Related Books

Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps
Language: en
Pages:
Authors: Pawel J. Szerszen
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

A Bayesian Analysis of Return Dynamics with Lévy Jumps
Language: en
Pages:
Authors: Haitao Li
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

We have developed Bayesian Markov chain Monte Carlo (MCMC) methods for inferences of continuous-time models with stochastic volatility and infinite-activity Lea
Bayesian Analysis of Stochastic Process Models
Language: en
Pages: 315
Authors: David Insua
Categories: Mathematics
Type: BOOK - Published: 2012-05-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian
Bayesian Analysis of Stochastic Volatility Models
Language: en
Pages: 468
Authors: Joanne Jia Jia Wang
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 2012 - Publisher:

DOWNLOAD EBOOK

Bayesian Analysis of Stochastic Volatility Models
Language: en
Pages:
Authors: Asma Graja
Categories:
Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Time varying volatility is a characteristic of many financial series. An alternative to the popular ARCH framework is a Stochastic Volatility model which is har