Login / Signup
Estimating stochastic volatility models using daily returns and realized volatility simultaneously.
Makoto Takahashi
Yasuhiro Omori
Toshiaki Watanabe
Published in:
Comput. Stat. Data Anal. (2009)
Keyphrases
</>
garch model
stock price
stock market
stochastic models
data sets
stock index futures
financial markets
data mining
probabilistic model
long term
bayesian framework
support vector regression
historical data
complex systems
exchange rate
hidden markov models
stock trading
prior knowledge