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Results for "stochastic volatility"

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  • stochastic volatility

    stochastic volatility

    Sire jsut asked me if they were some tools to detect and may be forecast some stochastic volatility jumps. I got some files somewhere, I am going to share w/ you I let Sire to continue by what he told me :"  I'm sure you know about stochastic volatility that includes "jumps". As you can see on ...

    Tags: stochastic volatility

    1145 days ago

  • Stochastic Volatility models with applications to financial data

    I'm posting this because I don't know much about Stochastic Volatility. I've studied up on Stochastic Trend data, which comes into play if you are using cointegration analysis. I'm not sure where Stochastic Volatility stands but it may be a related and slightly overlapping category. by Vi...

    Tags: stochastic volatility, r

    1991 days ago