01863nam0 22004093i 450 VAN027929220240705105031.515N978981990935320240705d2023 |0itac50 baengSG|||| |||||Stochastic Volatility and Realized Stochastic Volatility ModelsMakoto Takahashi, Yasuhiro Omori, Toshiaki WatanabeSingaporeSpringer2023viii, 113 p.ill.24 cm001VAN01029162001 SpringerBriefs in statistics210 Berlin [etc.]Springer2011-001VAN01139682001 SpringerBriefs in Statistics. JSS research series in statistics210 Berlin [etc.]Springer2015-Bayesian analysisKW:KFinancial Risk ManagementKW:KHigh-frequency dataKW:KMarkov Chain Monte CarloKW:KRealized VolatilityKW:KSkewed DistributionKW:KStochastic volatilityKW:KSGSingaporeVANL000061TakahashiMakotoVANV2318581745420OmoriYasuhiroVANV2318591745421WatanabeToshiakiVANV2318601745422Springer <editore>VANV108073650ITSOL20240719RICAhttps://doi.org/10.1007/978-981-99-0935-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0279292BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 9358 08eMF9358 20240715 Stochastic Volatility and Realized Stochastic Volatility Models4176152UNICAMPANIA