"Modeling Randomly Walking Volatility with Chained Gamma Distributions."

Di Zhang, Qiang Niu, Youzhou Zhou (2022)

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DOI: 10.48550/ARXIV.2207.01151

access: open

type: Informal or Other Publication

metadata version: 2022-07-06

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  - journals/corr/abs-2207-01151
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  - https://dblp.org/rec/journals/corr/abs-2207-01151
Di Zhang, Qiang Niu, Youzhou Zhou:
Modeling Randomly Walking Volatility with Chained Gamma Distributions. CoRR abs/2207.01151 (2022)

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