Estimating stochastic volatility with jumps and asymmetry in Asian markets
Year of publication: |
2018
|
---|---|
Authors: | Saranya, K. ; Prasanna, P. Krishna |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 25.2018, p. 145-153
|
Subject: | Asymmetry | Bayesian estimation | Jumps | Monte Carlo Markov Chain | Stochastic volatility | Volatilität | Volatility | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Optionspreistheorie | Option pricing theory | Aktienindex | Stock index |
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