Testing for jumps in the stochastic volatility models.

Masahito Kobayashi

Published in: Math. Comput. Simul. (2009)

Keyphrases

stochastic models
experimental data
parameter estimation
genetic algorithm
decision trees
long term
markov chain
stochastic process
stochastic processes
autoregressive
statistical models
model selection
database
software engineering
probability distribution
prior knowledge
case study
data sets