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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
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SV mixture : classification using EM algorithm
Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - 2013
The present paper presents a theoretical extension of our earlier work entitled“A comparative study of two models SV with MCMC algorithm” cited, Rev Quant Finan Acc (2012) 38:479-493 DOI 10.1007/s11156-011-0236-1 where we propose initially a mixture stochastic volatility model providing a...
Persistent link: https://www.econbiz.de/10009755511
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New evidence to assess the asset pricing model : an empirical investigation based on Bayesian network
Hachicha, Fatma; Charfi, Sahar; Hachicha, Ahmed - In: Review of Pacific Basin financial markets and policies 23 (2020) 3, pp. 2050021-1-2050021-29
Persistent link: https://www.econbiz.de/10012422509