Výsledky vyhledávání - "Anass Benbachir"

Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm

Autor: Firano Zakaria, Anass Benbachir

Publikováno v: Journal of Modelling in Management.

Purpose One of the crucial issues in the contemporary finance is the prediction of the volatility of financial assets. In this paper, the authors are interested in modelling the stochastic volatility of the MAD/EURO and MAD/USD exchange rates. Design

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::fef210dd4ab8e2a483a05183ab59325c
https://doi.org/10.1108/jm2-04-2021-0099

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