Skip to main navigation
Skip to search
Skip to main content
Xi'an Jiaotong-Liverpool University Home
Home
Profiles
Research units
Research output
Projects
Activities
Search by expertise, name or affiliation
MODELING RANDOMLY WALKING VOLATILITY WITH CHAINED GAMMA DISTRIBUTIONS
Di Zhang
*
,
Youzhou Zhou
*
Corresponding author for this work
School of AI and Advanced Computing
Department of Financial and Actuarial Mathematics
Research output
:
Contribution to conference
›
Paper
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'MODELING RANDOMLY WALKING VOLATILITY WITH CHAINED GAMMA DISTRIBUTIONS'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Modeling
100%
Chains
100%
Inference
75%
Approximate Solution
25%
Variational Method
25%
Variance
25%
Running Time
25%
Bayesian Network
25%
Autocorrelation
25%
Arithmetic Operation
25%
Conjugate Prior
25%
Excess Kurtosis
25%
Linear Models
25%
Computer Science
Models
100%
Modeling
100%
State Estimation
40%
Accuracy
20%
Records
20%
Clustering
20%
Approximate Solution
20%
Convergence Process
20%
Arithmetic Operation
20%
Financial Time
20%
Dynamic Bayesian Network
20%
Conjugate Prior
20%
Economics, Econometrics and Finance
Scientific Modelling
100%
Volatility
100%
Return
33%
Measure of Dispersion
33%
Bayesian
33%
Time Series
33%
Kurtosis
33%
Psychology
Clustering
100%
Linear Model
100%