Bayesian Estimation of Stochastic Volatility Models with Fat Tails and Correlated Errors Applied to the South African Financial Market
Author | : Richard Savanhu |
Publisher | : |
Total Pages | : 80 |
Release | : 2011 |
ISBN-10 | : OCLC:804676515 |
ISBN-13 | : |
Rating | : 4/5 (15 Downloads) |
Book Synopsis Bayesian Estimation of Stochastic Volatility Models with Fat Tails and Correlated Errors Applied to the South African Financial Market by : Richard Savanhu
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