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A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - In: Review of quantitative finance and accounting 38 (2012) 4, pp. 479-493
Persistent link: https://www.econbiz.de/10009574060
Cover Image
A comparative study of two models SV with MCMC algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - In: Review of Quantitative Finance and Accounting 38 (2012) 4, pp. 479-493
Persistent link: https://www.econbiz.de/10010867626
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Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting
Hachicha, Fatma; Ghabri, Yosra; Guesmi, Khaled; … - In: Revue Gestion 2000 : management & prospective 39 (2022) 6, pp. 163-186
Persistent link: https://www.econbiz.de/10014306107