Documenti analoghi: Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies
Autore: Fičura, Milan
- Analýza vlivu ovlivňujícich velikost volatilní rizikové prémie měnového kurzu EUR/USD
- Estimating stochastic volatility and jumps using high-frequency data and bayesian methods
- Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies
- Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation
- Determinants of Non-maturing Deposit Pass-through Rates in Eurozone Countries