Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

URI: http://urn.fi/URN:NBN:fi:bib:me:W00925118600
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps :
  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms
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Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps :

URI: http://urn.fi/URN:NBN:fi:bib:me:I00978115002
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  • 9789521535970
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps :

Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps :

URI: http://urn.fi/URN:NBN:fi:bib:me:I00925118601
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  • 9789521536175
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps :

Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

URI: http://urn.fi/URN:NBN:fi:bib:me:I00978115001
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

URI: http://urn.fi/URN:NBN:fi:bib:me:I00925118602
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms
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Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

URI: http://urn.fi/URN:NBN:fi:bib:me:I00925118600
datePublished
  • 2015
description
  • kuvitettu
  • Valvoja: Juho Kanniainen.
identifier
  • propertyID: FI-MELINDA value: 009251186
isbn
  • 9789521535970
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  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms
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  • vii, 127 sivua
P60048
P60050
publication
  • location: Tampere organizer: Tampereen teknillinen yliopisto
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Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms

URI: http://urn.fi/URN:NBN:fi:bib:me:I00978115000
bookFormat
datePublished
  • 2015
description
  • Nimeke nimiösivulta.
identifier
  • propertyID: FI-MELINDA value: 009781150
isbn
  • 9789521536175
isPartOf
name
  • Markov Chain Monte Carlo estimation of stochastic volatility models with finite and infinite activity Lévy jumps : evidence for efficient models and algorithms
numberOfPages
  • 1 verkkoaineisto (140 sivua)
P60048
P60050
publication
  • location: Tampere organizer: Tampereen teknillinen korkeakoulu Tampereen teknillinen yliopisto. Optoelektroniikan tutkimuskeskus
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