inroad
发表于 2025-3-21 16:32:03
书目名称Stochastic Volatility and Realized Stochastic Volatility Models影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0878190<br><br> <br><br>书目名称Stochastic Volatility and Realized Stochastic Volatility Models读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0878190<br><br> <br><br>
愚蠢人
发表于 2025-3-22 00:04:43
,Stochastic Volatility Model with Generalized Hyperbolic Skew Student’s , Error,hyperbolic skew Student’s . distribution, we present an efficient MCMC algorithm to estimate the extended model. To visualize a leverage effect or volatility asymmetry, we introduce a simulation method to calculate a news impact curve in the context of SV models. Moreover, we show applications to returns of US and Japanese stock indices.
Rct393
发表于 2025-3-22 00:52:22
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overhaul
发表于 2025-3-22 07:24:20
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manifestation
发表于 2025-3-22 09:51:53
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licence
发表于 2025-3-22 12:54:24
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uncertain
发表于 2025-3-22 19:32:03
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FIS
发表于 2025-3-22 21:43:18
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Blazon
发表于 2025-3-23 02:15:43
Book 2023ns for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volatility constitutes a crucial aspect of finance, as it plays a vital role in predicting return distributions and managing risks. Among the various econ
Chameleon
发表于 2025-3-23 05:44:25
SpringerBriefs in Statisticshttp://image.papertrans.cn/s/image/878190.jpg