Tham khảo tài liệu 'risk management in environment production and economy part 11', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | Market Risk Management with Stochastic Volatility Models 189 plots of yt - yt-1 versus yt-1. The raw data Nord Pool 3644 and EEX 2189 points are plotted in the upper part and a simulated data set 100 k points is plotted in the lower part of each plot. Interestingly the SV specification seems to mimic the general characteristic of the raw time series. Front Week Contract Scientific Model. Parallell Run Front Month Contract Scientific Model. Parallell Run Parameter values Scientific Model. Standard error Parameter values Scientific Model. Standard error e Mode Mean e Mode Mean a0 a0 r a1 a1 r b0 b0 r b1 b1 r ci c1 S1 s1 r S2 s2 r r1 r1 r r2 r2 log sci_ mod_prior x2 6 log sci_mod_prior Z2 7 log stat _mod_prior 0 log stat_mod_prior 0 log stat _mod_likelih ood log stat_mod_likelihood log sci_ mod_posterior log sci_mod_posterior Front Month Contract Scientific Model. Parallell Run Front Month Contract Scientific Model. Parallell Run Parameter values Scientific Model. Standard Parameter values Scientific Model. St andard e Mode Mean error e Mode Mean deviation a0 a0 r a1 a1 r b0 b0 r b1 b1 r ci c1 S1 r s1 r S2 s2 r
