<--- Back to Details
| First Page | Document Content | |
|---|---|---|
 Date: 2009-01-27 08:13:32Statistics Mathematical analysis Probability Mathematical finance Stochastic processes Options Markov models Autoregressive conditional heteroskedasticity Time series analysis Stochastic volatility Markov chain Time series |
Add to Reading List |
Studies in Nonlinear Dynamics & Econometrics Volume 10, Issue | Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans∗ Martin Richter Carsten SørensenDocID: 1s2R7 - View Document |
| Using MCMC and particle filters to forecast stochastic volatility and jumps in financial time series Ing. Milan FičuraDocID: 1s1Py - View Document |
| Measuring Price-Level Uncertainty and Instability in the U.S., ∗ Timothy Cogley†and Thomas J. Sargent‡ August 4, 2014 AbstractDocID: 1rtJZ - View Document |
| Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic UncertaintyDocID: 1rfOt - View Document |
| Microsoft Word - EBVM13docxDocID: 1raO6 - View Document |