Bayesian testing volatility persistence in stochastic volatility models with jumps (Q5245900): Difference between revisions

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Latest revision as of 23:47, 9 July 2024

scientific article; zbMATH DE number 6425908
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English
Bayesian testing volatility persistence in stochastic volatility models with jumps
scientific article; zbMATH DE number 6425908

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    Bayesian testing volatility persistence in stochastic volatility models with jumps (English)
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    16 April 2015
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    Bayesian analysis
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    Bayesian statistics
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    calibration of stochastic volatility
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    financial econometrics
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    financial time series
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    volatility modelling
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