Stochastic volatility models with heavy-tailed distributions: a Bayesian analysis
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Institute for Monetary and Economic Studies
2001
|
| Series: | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan
2001,17 |
| Subjects: | |
| Physical Description: | 36 S. graph. Darst. |
Staff View
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| id | DE-604.BV014057866 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:56:53Z |
| institution | BVB |
| language | English |
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| physical | 36 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
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| publisher | Institute for Monetary and Economic Studies |
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| series2 | Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Watanabe, Toshiaki Verfasser aut Stochastic volatility models with heavy-tailed distributions a Bayesian analysis Toshiaki Watanabe and Manabu Asai Tokyo Institute for Monetary and Economic Studies 2001 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan 2001,17 Mathematisches Modell Ökonometrisches Modell Bayesian statistical decision theory Distribution (Probability theory) Markov processes Monte Carlo method Rate of return Econometric models Stock price forecasting Stocks Prices Mathematical models Asai, Manabu Verfasser aut Institute for Monetary and Economic Studies, Bank of Japan Discussion paper series 2001,17 (DE-604)BV010647223 2001,17 |
| spellingShingle | Watanabe, Toshiaki Asai, Manabu Stochastic volatility models with heavy-tailed distributions a Bayesian analysis Mathematisches Modell Ökonometrisches Modell Bayesian statistical decision theory Distribution (Probability theory) Markov processes Monte Carlo method Rate of return Econometric models Stock price forecasting Stocks Prices Mathematical models |
| title | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis |
| title_auth | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis |
| title_exact_search | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis |
| title_full | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis Toshiaki Watanabe and Manabu Asai |
| title_fullStr | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis Toshiaki Watanabe and Manabu Asai |
| title_full_unstemmed | Stochastic volatility models with heavy-tailed distributions a Bayesian analysis Toshiaki Watanabe and Manabu Asai |
| title_short | Stochastic volatility models with heavy-tailed distributions |
| title_sort | stochastic volatility models with heavy tailed distributions a bayesian analysis |
| title_sub | a Bayesian analysis |
| topic | Mathematisches Modell Ökonometrisches Modell Bayesian statistical decision theory Distribution (Probability theory) Markov processes Monte Carlo method Rate of return Econometric models Stock price forecasting Stocks Prices Mathematical models |
| topic_facet | Mathematisches Modell Ökonometrisches Modell Bayesian statistical decision theory Distribution (Probability theory) Markov processes Monte Carlo method Rate of return Econometric models Stock price forecasting Stocks Prices Mathematical models |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT watanabetoshiaki stochasticvolatilitymodelswithheavytaileddistributionsabayesiananalysis AT asaimanabu stochasticvolatilitymodelswithheavytaileddistributionsabayesiananalysis |