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Springer - Parameter Estimation in Stochastic Volatility Models
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Most common price: £109 (25 days, 100.0%)
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Description
Key Features
Springer develops alternative methods to estimate unknown parameters specifically in stochastic volatility models.
The text provides a new approach to test model accuracy for researchers in applied mathematics.
It addresses limitations in traditional methods used to estimate unknown parameters in unobserved volatility processes.
The book studies the second order rate of weak convergence to normality for refined inference results.
Mathematical content includes the derivation of confidence intervals and nontraditional estimation methods.
Product Specifications
- Brand
- Springer
- Format
- paperback
- ASIN
- 3031038630
- Domain
- Amazon UK
- Release Date
- 07 August 2023
- Listed Since
- 12 July 2023
Barcode
No barcode data available
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