Buscar
Mostrando ítems 3491-3500 de 4437
A continuous model and a discrete model for estimating the stochastic volatility probability density of financial series yields [Modelos discretos y continuos para estimar la densidad de probabilidad de la volatilidad estocástica de los rendimientos de series financieras]
This article considers the daily yield of a financial asset for the purpose of modeling and comparing its stochastic volatility probability density. To do so, ARCH models and their extensions in discrete time are proposed ...