"Stochastic volatility" - Selaus asiasanan mukaanArtikkelit

    • Stochastic volatility forecasting of the Finnish housing market 

      Dufitinema, Josephine (Taylor & Francis, 26.07.2020)
      The purpose of the article is to assess the in-sample fit and the out-of-sample forecasting performances of four stochastic volatility (SV) models in the Finnish housing market. The competing models are the vanilla SV, the ...