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In this paper we present the gradual process of building abstract data types (ADTs), such as Fractions and Polynomials. They are built from basic ADTs, such as Booleans and Integers. We propose a set of functional categories ...
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 ...