図書

Stochastic volatility and realized stochastic volatility models (SpringerBriefs in statistics) (JSS research series in statistics)

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Stochastic volatility and realized stochastic volatility models

(SpringerBriefs in statistics) (JSS research series in statistics)

Call No. (NDL)
DF111-D23
Bibliographic ID of National Diet Library
032719243
Material type
図書
Author
Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe
Publisher
Springer
Publication date
[2023]
Material Format
Paper
Capacity, size, etc.
viii, 113 pages ; 24 cm
NDC
-
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Notes on use

Other physical details：

illustrations (some color)

Detailed bibliographic record

Contents：

1 Introduction2 Stochastic Volatility Model3 Asymmetric Stochastic Volatility Model...

Summary, etc.：

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulation...

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Paper

Material Type
図書
ISBN
9789819909346
9819909341
ISBN (error code)
981990935X electronic book
9789819909353 (electronic bk.)
ISSN (series)
2191-544X
2364-0057
Title
Stochastic volatility and realized stochastic volatility models
Author/Editor
Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe
Series Title
SpringerBriefs in statistics
JSS research series in statistics
Title Heading
SpringerBriefs in statistics. JSS research series in statistics. 2364-0065
Author Heading
Takahashi, Makoto [高橋慎]
大森, 裕浩 オオモリ, ヤスヒロ ( 01022290 )Authorities
渡部, 敏明, 1963- ワタナベ, トシアキ, 1963- ( 00693499 )Authorities
Publication, Distribution, etc.
Singapore : Springer (出版)