✦ LIBER ✦

Inference procedures for stable-Paretian stochastic volatility models

✍ Scribed by Simos G. Meintanis; Emanuele Taufer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating Stochastic Volatility Models

✍ Chiara Monfardini 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 176 KB

Semiparametric Bayesian Inference of Lon

✍ Mark J. Jensen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 338 KB

Inference for random coefficient volatil

✍ A. Thavaneswaran; You Liang; Julieta Frank 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 206 KB

Modeling stock markets’ volatility using

✍ José Dias Curto; José Castro Pinto; Gonçalo Nuno Tavares 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 153 KB

Inference for Lévy-Driven Stochastic Vol

✍ AJAY JASRA; DAVID A. STEPHENS; ARNAUD DOUCET; THEODOROS TSAGARIS 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 836 KB

Adaptive MCMC methods for inference on a

✍ Davide Raggi 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 467 KB