Multivariate Stochastic Volatility Models
Multivariate Stochastic Volatility Models
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多元随机波动率模型
DOI:
10.1002/9781118272039.ch7
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发表时间:
2012
期刊:
影响因子:
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通讯作者:
T. Ishihara
中科院分区:
文献类型:
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作者:
Yasuhiro Omori;T. Ishihara
This chapter contains sections titled:IntroductionMSV ModelFactor MSV ModelApplications to Stock Indices ReturnsConclusionAppendix: Sampling α in the MSV Model