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Bayesian modeling and analysis of stochastic volatility in finance

Bayesian modeling and analysis of stochastic volatility in finance . Derrick Hang April 6, 2010 Economics 201FS. Review from Last Time. Regress for Prices: Possible useful predictors of prices are lost when we take the difference between prices to obtain returns In general , we expect .

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Forex variables - PowerPoint PPT Presentation

Bayesian modeling and analysis of stochastic volatility in finance