Stochastic volatility and realized stochastic volatility models

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for estimating model parameters and forecasting the volatility and quantiles of financial asset returns. The modeling of financial time series volat...

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Bibliographic Details

Main Authors:	Takahashi, Makoto (Author), Omori, Yasuhiro (Author), Watanabe, Toshiaki (Author)
Corporate Author:	Springer
Format:	Book
Language:	English
Series:	Springer Briefs in statistics
Subjects:	Securities Mathematical models > Stochastic models.