Sökning: "Contagion volatility jumps risk premium MCMC"
Hittade 1 avhandling innehållade orden Contagion volatility jumps risk premium MCMC.
1. Essays on stochastic volatility
Sammanfattning : This dissertation consists of five papers concerned with the estimation and analysis of financial price processes. The first paper develops a stock price model and analyzes the impact of the US and the regional European stock markets on the local European countries’ stock markets. LÄS MER
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