LEADER 02148nam0 22004453i 450 001 VAN00279292 005 20241022085410.933 017 70$2N$a9789819909353 100 $a20240705d2023 |0itac50 ba 101 $aeng 102 $aSG 105 $a|||| ||||| 200 1 $aStochastic Volatility and Realized Stochastic Volatility Models$fMakoto Takahashi, Yasuhiro Omori, Toshiaki Watanabe 210 $aSingapore$cSpringer$d2023 215 $aviii, 113 p.$cill.$d24 cm 410 1$1001VAN00102916$12001 $aSpringerBriefs in statistics$1210 $aBerlin [etc.]$cSpringer$d2011- 410 1$1001VAN00113968$12001 $aSpringerBriefs in Statistics. JSS research series in statistics$1210 $aBerlin [etc.]$cSpringer$d2015- 606 $a62-XX$xStatistics [MSC 2020]$3VANC022998$2MF 606 $a62P25$xApplications of statistics to social sciences [MSC 2020]$3VANC031206$2MF 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 610 $aBayesian analysis$9KW:K 610 $aFinancial Risk Management$9KW:K 610 $aHigh-frequency data$9KW:K 610 $aMarkov Chain Monte Carlo$9KW:K 610 $aRealized Volatility$9KW:K 610 $aSkewed Distribution$9KW:K 610 $aStochastic volatility$9KW:K 620 $aSG$dSingapore$3VANL000061 700 1$aTakahashi$bMakoto$3VANV231858$01745420 701 1$aOmori$bYasuhiro$3VANV231859$01745421 701 1$aWatanabe$bToshiaki$3VANV231860$01745422 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20241115$gRICA 856 4 $uhttps://doi.org/10.1007/978-981-99-0935-3$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00279292 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-Book 9358 $e08eMF9358 20240715 996 $aStochastic Volatility and Realized Stochastic Volatility Models$94176152 997 $aUNICAMPANIA