On the Volatility of High Frequency Stock Index Based on SV Model of MCMC

被引：0
|
作者：
Zheng, Y.X. [1 ,2 ]
Zhang, Y.H. [2 ]
Lu, X.H. [3 ]
机构：
[1] Technology Support Group, Migu Culture Technology Com., Ltd, Beijing,100032, China
[2] Department of Mathematics, Beijing Technology and Business University, Beijing,100048, China
[3] School of Statistics and Mathematics, Central University of Finance and Economics, Beijing,100026, China
来源：
Springer Proceedings in Mathematics and Statistics | 2020年 / 302卷
基金：
中国国家自然科学基金;
关键词：
Bayesian Analysis - Empirical research - Gibbs sampling - High frequency data - High frequency HF - Low-frequency data - Stochastic Volatility Model - Volatility persistence;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
18
引用
收藏
页码：271 / 278
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