3 What is the stochastic volatility model? Discuss the similarities and differences between a GARCH type model

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3 What is the stochastic volatility model? Discuss the similarities and differences between a GARCH type model and a stochastic volatility model.

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Financial Econometrics

ISBN: 9780415426695

1st Edition

Authors: Peijie Wang

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Question Posted: Oct 22, 2024 01:00 AM

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3 What is the stochastic volatility model? Discuss the similarities and differences between a GARCH type model and a stochastic volatility model.
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3 What is the stochastic volatility model? Discuss the similarities and differences between a GARCH type model

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Financial Econometrics

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