Stochastic volatility models for ordinal valued time series with application to finance
Year of publication: |
2006
|
---|---|
Authors: | Müller, Gernot J. ; Czado, Claudia |
Publisher: |
München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |
Subject: | Grouped move | High-frequency finance | Markov chain Monte Carlo | Multigrid Monte Carlo | Price process |
Series: | Discussion Paper ; 504 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.5282/ubm/epub.1869 [DOI] 525324976 [GVK] hdl:10419/31080 [Handle] |
Source: |
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