A semiparametric stochastic volatility model (Q738174): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
(4 intermediate revisions by 2 users not shown) | |||
Property / describes a project that uses | |||
Property / describes a project that uses: BUGS / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: SemiPar / rank | |||
Normal rank | |||
Property / describes a project that uses | |||
Property / describes a project that uses: R2WinBUGS / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2143100759 / rank | |||
Normal rank |
Revision as of 00:55, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A semiparametric stochastic volatility model |
scientific article |
Statements
A semiparametric stochastic volatility model (English)
0 references
15 August 2016
0 references
leverage effect
0 references
simulated maximum likelihood
0 references
Laplace approximation
0 references
spline
0 references