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- W2380811976 abstract "This article first analyses staple stochastic volatility model in economic temporal series,and introduces Markov Chain Monte Carlo(MCMC) method to do estimation on parametres of stochastic volatility model utilizing Bayesian Analysis based on MCMC simulation,then use this model to do analysis on trend and fluctuation of temporal series of the world gold price index.Evidence shows that SV model can match well with gold price and give out appropriate prediction afterwards." @default.
- W2380811976 created "2016-06-24" @default.
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- W2380811976 date "2010-01-01" @default.
- W2380811976 modified "2023-09-26" @default.
- W2380811976 title "Analysis and Application of Stochastic Volatility Mode" @default.
- W2380811976 hasPublicationYear "2010" @default.
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