Inference procedures for stable-Paretian stochastic volatility models.

Simos G. Meintanis Emanuele Taufer

Published in: Math. Comput. Model. (2012)

Keyphrases

probabilistic model
random fields
stochastic model
stochastic models
bayesian networks
monte carlo
statistical methods
belief networks
stochastic processes
data sets
long term
generative model
non stationary
statistical model
statistical models