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Search: subject:"Volatility Reprojection"
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Efficient Method of Moments (EMM)
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Stochastic Volatility
1
Volatility Forecasting
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Volatility Reprojection
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Jiang, George J.
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Sluis, Pieter J. van der
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2001
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Volatility
Reprojection
and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model
Jiang, George J.
;
Sluis, Pieter J. van der
-
Society for Computational Economics - SCE
-
2001
the multivariate SV model of asset returns, and in the second step the underlying
volatility
reprojection
technique is …
Persistent link: https://www.econbiz.de/10005132901
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