Bayesian Stochastic Volatility Models

By Stefanos Giakoumatos

The phenomenon of changing variance and covariance is often encountered in financial time series. As a result, during the last years researchers focused on the time-varying volatility models. These... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838386337
• ISBN13: 9783838386331
• Release Date: August 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 240 Pages
• Weight: 0.79 lbs.
• Dimensions: 0.6" x 6.0" x 9.0"