Browsing Artículos y borradores de administración – Working papers by Subject "Stochastic Volatility"
Now showing items 1-1 of 1
-
Comment on article by Windle and Carvalho
(International Society for Bayesian Analysis, 2014)The article by Windle and Carvalho introduces a fast update procedure for covariance matrices through the introduction of higher frequency sources of information for the underlying process, demonstrated with a financial ...