Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Firano Zakaria and Anass Benbachir
| Year of publication: |
2023
|
|---|---|
| Authors: | Zakaria, Firano ; Benbachir, Anass |
| Subject: | Bayesian approach | Monte Carlo Markov Chain | Stochastic volatility | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Volatilität | Volatility | Wechselkurs | Exchange rate | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JM2-04-2021-0099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380957