Bayesian range-based estimation of stochastic volatility models
Year of publication: |
2005
|
---|---|
Authors: | Brandt, Michael W. ; Jones, Christopher S. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 4, p. 201-209
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | CAPM |
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