LIBROS DEL AUTOR: yasuhiro omori

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  • Stochastic Volatility and Realized Stochastic Volatility Models
    Makoto Takahashi / Toshiaki Watanabe / Yasuhiro Omori
    This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volatility constitutes a crucial aspect of finance, as it plays a vital role in predi...
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