Stochastic volatility and realized stochastic volatility models

Author(s)

• Takahashi, Makoto
• Omori, Yasuhiro
• Watanabe, Toshiaki

Bibliographic Information

Stochastic volatility and realized stochastic volatility models

Makoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe

（Springer Briefs in statistics, . JSS research series in statistics）

Springer, c2023

• : [pbk.]

Note

Includes bibliographical references

Details

• NCID: BD04220820
• ISBN:
  • 9789819909346
• Country Code: si
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Singapore
• Pages/Volumes: viii, 113 p.
• Size: 24 cm
• Parent Bibliography ID:
  • BB07235149