Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … the Bayesian paradigm, allowed to obtain more adjusted and precise volatility parameter estimations, when in the …