Estimating Stochastic Volatility Models Through Indirect Inference

Download or Read eBook Estimating Stochastic Volatility Models Through Indirect Inference PDF written by Chiara Monfardini and published by . This book was released on 1996 with total page 44 pages. Available in PDF, EPUB and Kindle.

Author	: Chiara Monfardini
Publisher	:
Total Pages	: 44
Release	: 1996
ISBN-10	: STANFORD:36105071970250
ISBN-13	:
Rating	: 4/5 (50 Downloads)

DOWNLOAD EBOOK

Book Synopsis Estimating Stochastic Volatility Models Through Indirect Inference by : Chiara Monfardini

Book excerpt:

Estimating Stochastic Volatility Models Through Indirect Inference Related Books

Language: en
Pages: 44

Estimating Stochastic Volatility Models Through Indirect Inference

Authors: Chiara Monfardini

Categories: Econometric models

Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 634

Parameter Estimation in Stochastic Volatility Models

Authors: Jaya P. N. Bishwal

Categories: Mathematics

Type: BOOK - Published: 2022-08-06 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While

Language: en
Pages: 919

Complex Systems in Finance and Econometrics

Authors: Robert A. Meyers

Categories: Business & Economics

Type: BOOK - Published: 2010-11-03 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ

Language: en
Pages: 534

Stochastic Volatility

Authors: Neil Shephard

Categories: Business & Economics

Type: BOOK - Published: 2005 - Publisher: Oxford University Press, USA

DOWNLOAD EBOOK

Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial m

Language: en
Pages: 426

Applied Quantitative Methods for Trading and Investment

Authors: Christian L. Dunis

Categories: Business & Economics

Type: BOOK - Published: 2004-01-09 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book provides a manual on quantitative financial analysis. Focusing on advanced methods for modelling financial markets in the context of practical financi