SVCJ :: stochastic volatility with correlated jumps (video)
Rodeo or Ascot: Cryptocurrency Dynamics
-
- 4.8 Rating
- 4 Reviews
- 113 Students Enrolled
Rodeo or Ascot: Cryptocurrency Dynamics
Insights on Cryptocurrency Dynamics
-
- 4.8 Rating
- 4 Reviews
- 113 Students Enrolled
Courselet Content
2 components
|
|
21 min | |
|
SVCJ :: stochastic volatility with correlated jumps (pdf)
|
1.25 K |
Requirements
- basic understanding of stochastic processes
General Overview
Description
This video gives insights on the dynamics of the cryptocurrency sector.
Recommended for you
Meet the instructors !
About the Instructor
Research Interest
- Risk Models
- Machine Learning
- Text Mining
- NFTs, blockchain, Crypto Currencies
Publications
K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li)
Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang)
Work in Progress
The DAI - Digital Art Index (with Min-Bin Lin, Wolfgang Karl Härdle, Christian Hafner, Artnet)
Understanding NFTs (with Min-Bin Lin, Bruno Spilak)
VizTech & CryptoPunks (with Min-Bin Lin, Wolfgang Karl Härdle)