Analysis of Exchange Rate Time Series Using MCMC Markov Chain Monte Carlo Method for Stochastic Volatility SV and GARCH in MATLAB
Full text download link: http://tecdat.cn/?p=27340 Volatility is an important concept with many applications in finance and trading. It is the basis for option pricing. Volatility also allows you to determine asset allocation and calculate the Value at Risk (VaR) of a portfolio. (Click “Read the original” at the end for complete code data ) . … Read more