On asymmetric generalised t stochastic volatility models (Q1761658): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.matcom.2012.04.007 / rank
 
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Latest revision as of 21:57, 5 July 2024

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On asymmetric generalised t stochastic volatility models
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    On asymmetric generalised t stochastic volatility models (English)
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    15 November 2012
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    generalised t distribution
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    Markov chain Monte Carlo
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    stochastic volatility
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    uniform scale mixture
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    volatility asymmetry
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