Bayesian Estimation of Stochastic Volatility Models

Bayesian Estimation of Stochastic Volatility Models
Author :
Publisher :
Total Pages : 80
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ISBN-10 : OCLC:1074429649
ISBN-13 :
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Book Synopsis Bayesian Estimation of Stochastic Volatility Models by : Jens Jungkunz

Download or read book Bayesian Estimation of Stochastic Volatility Models written by Jens Jungkunz and published by . This book was released on 2010 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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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