<--- Back to Details
First PageDocument Content
Bayesian statistics / Options / Normal distribution / Volatility / Stochastic volatility / Markov chain Monte Carlo / Hyperparameter / Autoregressive conditional heteroskedasticity / Markov chain / Statistics / Mathematical finance / Markov models
Date: 2014-10-16 17:02:58
Bayesian statistics
Options
Normal distribution
Volatility
Stochastic volatility
Markov chain Monte Carlo
Hyperparameter
Autoregressive conditional heteroskedasticity
Markov chain
Statistics
Mathematical finance
Markov models

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol Gregor Kastner WU Vienna University of Economics and Business Abstract

Add to Reading List

Source URL: cran.r-project.org

Download Document from Source Website

File Size: 2,29 MB

Share Document on Facebook

Similar Documents

A2J Evaluation and Research Options  Process Evaluation Formative Assessment

A2J Evaluation and Research Options Process Evaluation Formative Assessment

DocID: 1xVZa - View Document

SPONSORSHIP PACK 2018  WELCOME! Thank you for downloading the WordCamp Manchester 2018 sponsorship pack. This pack provides an overview of the options we have available, should you be interested in investing some of you

SPONSORSHIP PACK 2018 WELCOME! Thank you for downloading the WordCamp Manchester 2018 sponsorship pack. This pack provides an overview of the options we have available, should you be interested in investing some of you

DocID: 1xVXY - View Document

A2J Evaluation and Research Options  Formative Assessment Pro Bono Example: You have designed a program that recruits and trains non-attorney advocates in rural areas to provide assistance with various administrative pro

A2J Evaluation and Research Options Formative Assessment Pro Bono Example: You have designed a program that recruits and trains non-attorney advocates in rural areas to provide assistance with various administrative pro

DocID: 1xVzh - View Document

MSIT Program Options Scenario 1

DocID: 1xVxA - View Document

SPM  SR1.5 Indicative linkages between mitigation options and sustainable development using SDGs (The linkages do not show costs and benefits)

SPM SR1.5 Indicative linkages between mitigation options and sustainable development using SDGs (The linkages do not show costs and benefits)

DocID: 1xVuI - View Document