Stochastic Volatility and Realized Stochastic Volatility Models
Author:   Makoto Takahashi ,  Yasuhiro Omori ,  Toshiaki Watanabe
Publisher:   Springer Verlag, Singapore
Edition:   1st ed. 2023
ISBN:  

9789819909346


Pages:   113
Publication Date:   19 April 2023
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Our Price $129.35 Quantity:  
Add to Cart

Share |

Stochastic Volatility and Realized Stochastic Volatility Models


Overview

Full Product Details

Author:   Makoto Takahashi ,  Yasuhiro Omori ,  Toshiaki Watanabe
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   1st ed. 2023
Weight:   0.246kg
ISBN:  

9789819909346


ISBN 10:   9819909341
Pages:   113
Publication Date:   19 April 2023
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1 Introduction.-  2 Stochastic Volatility Model.- 3 Asymmetric Stochastic Volatility Model.- 4 Stochastic Volatility Model with Generalized Hyperbolic Skew Student’s t Error.- 5 Realized Stochastic Volatility Model.

Reviews

Author Information

Makoto Takahashi, Hosei University, Tokyo, Japan. Toshiaki Watanabe, Hitotsubashi University, Tokyo, Japan. Yasuhiro Omori, University of Tokyo, Tokyo, Japan.

Tab Content 6

Author Website:  

Countries Available

All regions
Latest Reading Guide

NOV RG 20252

 

Shopping Cart
Your cart is empty
 Shopping cart
Mailing List

 

Sign up now