Stochastic volatility and realized stochastic volatility models

• 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)
• Publication Date: [2023]
• Publication Date (W3CDTF): 2023
• Extent: viii, 113 pages
• Other physical details: illustrations (some color)
• Size: 24 cm
• Place of Publication (Country Code): SG
• Text Language Code: eng
• Content Type: text
• Media Type: unmediated
• Carrier Type: volume
• Subject Heading: Securities--Mathematical models; Stochastic models; Securities--Mathematical models.; Stochastic models.
• LCC: HG4515.2
• DDC: 332.632220151922
• NDLC: DF111
• Target Audience: 一般
• Note (Bibliography): Includes bibliographical references
• Collection (particular): 日本関係外国語図書
• Holding library: 国立国会図書館
• Call No.: DF111-D23
• Related Material (DOI): 10.1007/978-981-99-0935-3
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 032719243; http://id.ndl.go.jp/bib/032719243
• Cataloging Rule: RDA
• Bibliographic Record Category (NDL): 211

• 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...